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457370
2013 Feb 02
0
VAR simulation help
<http://r.789695.n4.nabble.com/file/n4657370/untitled.jpg>
Hi Everyone,
I am a new comer to R circle. I am trying to simulate a VAR estimation. The
problem is given above in the image. Assume that the errors are iid and
normally distributed. Here the number of observations x1=x2=64.
I've written the code below. Not sure if it is...