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varselect
2011 Jan 30
1
Using the vars package to find time series corelations or impact
...ationary, I cannot use vars? or I need to take log for all my
time series data? Is the vars package provide any testing command for that?
If so, will that command return T/F to the test? Or I need to interpret some
output numbers?
Step 2. Pick the lag value:
I also need to pick a lag value and the VARSselect from the vars package can
help on this, I am sure about this step.
Step 3. Use the VAR() command:
I have read some book chapters on vars and I have read part of the paper
from Dr. Bernhard Pfaff on how to use the vars package. In the paper, he
talks about how to use different commends of the vars...