R help - Oct 2007 - calculate impulse responses

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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?????? ??? - ?? ???????! www.survivor.btv.bg

Perhaps the VAR and irf functions in the vars library will allow you to do
what you want.


good luck,


spencer



On 10/12/07, Martin Ivanov <tramni@abv.bg> wrote:
>
> 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
>
> -----------------------------------------------------------------
> ëÒÁÊÎÁ ÃÅÌ - äÁ ÏÃÅÌÅÅÛ! www.survivor.btv.bg
>
> ______________________________________________
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> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
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> and provide commented, minimal, self-contained, reproducible code.
>
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