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...uot;"; ++static char partition_name[97] = "UNKNOWN"; ++static unsigned int partition_number = -1; ++ ++static struct vio_port *target_to_port(struct srp_target *target) ++{ ++ return (struct vio_port *) target->ldata; ++} ++ ++static inline union viosrp_iu *vio_iu(struct iu_entry *iue) ++{ ++ return (union viosrp_iu *) (iue->sbuf->buf); ++} ++ ++static int send_iu(struct iu_entry *iue, uint64_t length, uint8_t format) ++{ ++ struct srp_target *target = iue->target; ++ struct vio_port *vport = target_to_port(target); ++ long rc, rc1; ++ union { ++ struct viosrp_crq cook...

Hello, I am currently testing a Vector AR of dim 3 over not a lot of data (135 * 3 observations) . To test the adequation of my vecot ar, I use the Schwarz Bayesian Criterion and the classic modified Portmanteau test on the residuals (it can be found for instance in http://www.iue.it/PUB/ECO2004-8.pdf , page 15) -> the null hypothesis is "the residuals process are a vectorila white noise process with covariance matrix the one obtained from model calibration". I use the mAr package. My question is more statistical than purely r - related: If my order p is, sa...

I have a VAR model with five macro-economic variables, y[1], y[2], y[3], y[4], y[5]. They are related to each other in following manner. y[1,t] = alpha[1,0] + beta[1,1, 1]*y[1,t-1]+............+beta[1,1, 12]*y[1,t-12] + beta[1,2, 1]*y[2,t-1]+............+beta[1,2, 12]*y[2,t-12] + e[1,t] y[2,t] = alpha[2,0] + beta[2,2, 1]*y[2,t-1]+............+beta[2,2, 12]*y[2,t-12] + e[2,t] y[3,t] = alpha[3,0]

...n this case the estimator might be asymptotically inefficient. One can use FGLS instead. This is outlined for instance in: Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute. http://cadmus.iue.it/dspace/bitstream/1814/6918/1/ECO-2007-11.pdf Incidentally, you can also use restrict() [OLS-based] in package vars; version 1.3-1 has been uploaded to /incoming on CRAN and it should appear on the mirrors soon. Best, Bernhard > >I have a VAR model with five macro-economic variables,...