Dear R users,
I need perform structural analysis on a no intercept VAR model. Unfortunately
the functions irf.VAR and dfev that come with the MSBVAR package only work with
objects output by the reduced.form.var function, which seems to only evaluate
VAR models with intercept. Is there a way to suppress the estimation of
intercept term in reduced.form.var? Do I need to modify the code, and if I do,
how? Is there a way to apply irf and dfev to objects of type systemfit?
Regards,
Martin Ivanov
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