similar to: "Vars" package: impulse response function

Folks, I have a strange situation, which I may have isolated as a bug report. Or, it could just be that there's something about R that I don't know. :-) I have attached the data file and the program file but don't know whether these attachments will make it into the list. Here is my bugreport.R program -- ---------------------------------------------------------------------------

Dear friends, I am trying to understand and implement instrumental variables regression using R. I found a small (simple) example here which purportedly illustrates the mechanics (using 2-stage least-squares): http://www.r-bloggers.com/a-simple-instrumental-variables-problem/ Basically, here are the R commands (reproducible example) from that site: # ------ begin R library(AER)

I am attempting to manually specify x axis value labels (NOT x axis label as in xlab) on a density plot. Generally speaking, I would like to erase the default x axis point labels and replace them with arbitrary x axis point labels relating to specific CDF points. I am sure this can be done, but it isn't obvious to me how. Has anyone done this before? My R code follows if it helps (new

Dear all, I'm trying to remove some text after the period (a decimal point) in the data frame 'hi', below. This is one step in formatting a table. So I would like e.g. "2.0" to become "2" and "5.3" to be "5.3", where the variable digordered contains the number of digits after the decimal that I would like to display, in the same order in which

Hello, first of all I have found lots of different versions of the FPE which have given me different results. I was wondering if there was an explicit command in R to compute the FPE of a model. Thank you in advance, Jonny -- View this message in context: http://r.789695.n4.nabble.com/Akaike-s-Final-Prediction-Error-FPE-tp4519011p4519011.html Sent from the R help mailing list archive at

Hi, I am trying to teach myself some time series analysis. I have some time series data on GDP, quarterly, from 1947 to 2011. colnames are "Year" "Quarter" "GDP" and "GDP.deflator" The first problem I have is that 4th quarter 2010 is missing--not even NA, there is no record for Year=2010 and Quarter =4, so instead of 260 rows, I only have 259. To solve

I am fitting a reduced form VAR model using VAR in the vars library. I have several endogenous variables, and two exogenous variables. I would like to explore the effects of a shock to one of the exogenous variables on one of the endogenous variables. Using irf in the vars library only calculates the irf for the endogenous variables, this is obviously by design, is there some theoretical

I am trying to create a 2x2xk contingency table. The variables are GDP and an income inequality statistic with year being the k levels. I want to eventually run a loglinear model with the data. Currently the data is organized by either year or country. example Country Year log(GDP) sqrt(INEQ) 1 1980 24 5.3 1 1981 25 5.45 1

I don't understand this behavior. Why does the every data point get trashed by data.matrix when there is one non-numeric element in the array? Thanks. > temp GDP CPIYOY 19540 2098.1 garbage 19632 2085.4 0.9 19724 2052.5 0.8 19814 2042.4 1.1 > data.matrix(temp) GDP CPIYOY 19540 4 4 19632 3 2 19724 2 1 19814 1

Dear all, I was hoping someone could help with a ggplot question. I would like to generate a faceted bar chart, but missing data are causing problems. g<-structure(list(Date = structure(c(11322, 11687, 12052, 11322, 11687, 12052, 11322, 11687, 12052, 11322, 11687, 12052), class = "Date"), variable = c("Govt Revenues to GDP", "Govt Revenues to GDP",

Dear "plm"-Package insiders, [I posted the following observation is April already but unfortunately I am not aware of any answers. With the hope that someone found an answer in the mean time, I ask again:] I realized the following difficulty with the summary.plm function (demonstrated with the example from the ?plm documentation). library(plm) data("Produc",

hi, i need help on placing legend/text in a time series plot. here is what i am doing (i am using rw1022 on windoze 2000): #read data file gdpn <- scan("jngdpsa.dat", list(year=0, qtr=0, gdp=0)); gdpr <- scan("jrgdpsa.dat", list(year=0, qtr=0, gdp=0)); #convert to time series object gdpn <- ts(gdpn$gdp, frequency=4, start=c(1955,2)); gdpr <- ts(gdpr$gdp,

Hi there, I have a data.frame (pwt6) which I would like to transform: country year gdp MEX 1950 2 MEX 1951 5 BOL 1950 4 BOL 1951 12 ITA 1950 45 ITA 1951 2 This should be the result: year MEX.gdp BOL.gdp ITA.gdp 1950 2 4 45 1951 5 12 2 Right now I have this code (better - no code): country.label<-names(table(pwt6$country)) result<-data.frame(year=NULL) for(i in country.label) ?

Hi! I'm trying to do a lm() test on three objects. My problem is that R protests and says that the variable lengths differ for one of the objects (Sweden.GDP.gap). But I have double checked that the number of observations are the same. All three objects should contain 9 observations but R only accepts 9 observations in two of the objects. The third must have 10! Very confusing because there

Dear all, I have the following question. I have to fit the hierarchical model for the hypothesis concern the individual-level effects by controlling for the individual -level attributes and national-level contextual effects on individuals by using R. O have to obtain the estimates of the impact of the second-level (national: GDP per capita) effects on individuals ( in this instance the impact

I am working on Johansen cointegration test, using urca and var package. in the selection of var, I have got following results. >VARselect(newd, lag.max = 10,type = "none") $selection AIC(n) HQ(n) SC(n) FPE(n) 6 6 6 5 $criteria 1 2 3 4 5 6 7 8 9 AIC(n) -3.818646e+01 -3.864064e+01

After long term efforts of fixing non-common clock implementations, clk_disable() is a no-op for a NULL pointer input, and this is now tree-wide consistent. All clock consumers can safely call clk_disable(_unprepare) without NULL pointer check. Signed-off-by: Masahiro Yamada <yamada.masahiro at socionext.com> --- drivers/gpu/drm/etnaviv/etnaviv_gpu.c | 15 +++++----------

Dear R users, I have two data frames that consist of statistical information for most countries around the world. One dataframe consists of the latitude and longitude ("coord.csv") of each country, while the other consists of 100's of different attributes ("countryattri.csv") for each country (like, GDP, Population, etc.). The data is organized with a header and then

Your example is incomplete... as the bottom of this and every post says, we need to be able to proceed from an empty R environment to wherever you are having the problem (reproducible), in as few steps as possible (minimal). The example needs to include data, preferably in R syntax as the dput function creates... see the howtos referenced below for help with that. [1], [2], [3] You also need to

Dear plm Package users, I use the plm package a lot but I have not updated it for some times. Now I realized the following difficulty with the summary.plm function (demonstrated with the example from the ?plm documentation). library(plm) data("Produc", package="Ecdat") estimation_method<-"within" estimation_effect<-"individual" zz