Hi, I want to estimate a VAR-model and calculate the impulse response function and a variance decomposition. I am familiar with standard R-functions, like e.g. arima. But I have not found equivalent functions to estimate a VAR-modell. Are there any functions available or which R-package can I use to solve my problem? Thank you for your help. Marc Gronwald University of Hamburg Department of Economics Von-Melle-Park 5 D-20146 Hamburg GERMANY Fon: +49 (0)40 482325547 Fax: +49 (0)40 482325546 Mail: gronwald@econ.uni-hamburg.de [[alternative HTML version deleted]]
Marc Gronwald wrote:>Hi, > >I want to estimate a VAR-model and calculate the impulse response function and a variance decomposition. I am familiar with standard R-functions, like e.g. arima. But I have not found equivalent functions to estimate a VAR-modell. > >Are there any functions available or which R-package can I use to solve my problem? > >Thank you for your help. > >Marc Gronwald >University of Hamburg >Department of Economics >Von-Melle-Park 5 > >D-20146 Hamburg > >GERMANY > >Fon: +49 (0)40 482325547 >Fax: +49 (0)40 482325546 >Mail: gronwald at econ.uni-hamburg.de > [[alternative HTML version deleted]] > >______________________________________________ >R-help at stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > > >You can have a look at package (bundle) dse. Kjetil -- Kjetil Halvorsen. Peace is the most effective weapon of mass construction. -- Mahdi Elmandjra