Displaying 1 result from an estimated 1 matches for "varestim3".
2012 Oct 22
0
"Vars" package: impulse response function
...-08 1.437544e-08
17 18 19 20
AIC(n) -1.850238e+01 -1.857360e+01 -1.890488e+01 -1.906878e+01
HQ(n) -1.675506e+01 -1.672547e+01 -1.695594e+01 -1.701904e+01
SC(n) -1.416937e+01 -1.399062e+01 -1.407191e+01 -1.398583e+01
FPE(n) 1.501343e-08 1.559817e-08 1.275793e-08 1.265147e-08
> #Estimate VAR
> varestim3<-VAR(vardat3,p=1,type="const",season=NULL,exogen=NULL)
> summary(varestim3)
VAR Estimation Results:
=========================
Endogenous variables: gdp, unemp, sp
Deterministic variables: const
Sample size: 109
Log Likelihood: 564.356
Roots of the characteristic polynomial:
0.9574...