Displaying 20 results from an estimated 1000 matches similar to: "impulse response function"
2012 Oct 21
1
[Vars] package: impulse response function
Hello,
I'm doing a research on the impulse responses in VAR models and I'm having
troubles in interpretation of R results.
My question is what is the shock of impulse variable that is produced to
obtain the response? Is it one-standard-deviation positive shock? If it is
so how can I obtain the responses on other types of shocks, say, 10%
negative shock?
Thanks a lot,
Marion
2011 Aug 03
5
Impulse fails to start
So I tried to run Impulse on my Ubuntu 11.04 laptop and it installed fine (or at least seemed to). When I tried to run it I got the working cursor for a bit then nothing. I ran it in terminal and got a error message about running the Windows version of Mono so I went online and did a search for the error message and found a file called mono-2.4.2.3-gtksharp-2.12.9-win32-3.exe and ran it. The error
2004 Mar 25
1
S+Finmetrics cointegration functions
Dear all,
S+Finmetrics has a number of very specilised functions. I am
particularly interested in the estimation of cointegrated VARs (chapter
12 of Zivot and Wang). In this context the functions coint() and
VECM() stand out. I looked at package "dse1", but found no comparable
functionality. Are there any other packages you could point me to? In
general, are there efforts for
2010 Aug 14
1
Help with graphing impulse response functions
Dear colleagues/contributors,
I'd be pleased if someone could provide insights on how to plot impulse response functions in a format that can easily be copied in a word document just as plotting time-series of variables.
I had followed the outline suggested by Benhard Pfaff [see http://127.0.0.1:17693/library/vars/html/irf.html] but I am unable to get the impulse response functions in a
2011 Mar 21
2
Stardock Impulse cannot find server
I have been trying to get impulse (from stardock) to work in wine. I've managed to get it installed correctly by adding dotnet20 and gdiplus from winetricks. However, when I open impulse and try to log into my account, it always says that it cannot find the server and I should check my Internet correction. I've tried using StarDock Central (which I read works) but that has the same
2007 Oct 13
2
a question on impulse responses
Dear R users,
I am using the vars package to calculate the impulse response functions and the forecast error variance decomposition of a VAR model. Unfortunately I do not know whether these functions assume unit or one standard deviation shocks. I tried to look into the code of these functions, but in vain: neither irf, nor vars::irf, nor vars:::irf output the code of the functions. Does someone
2007 Sep 12
1
vars package, impulse response functions ??
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
2002 Sep 09
0
Function: VECM (Johansen)
[message bounced because of "octet-stream" attachment which
are not allowed in our mailing lists;
manually fixed and approved, MM]
Dear R-list,
R: 1.5.1
OS: Windows NT
additional packages needed: tseries
for those of you who are interested, pls. find attached a function for
estimating VECM's by employing the method of Johansen (see for example:
Hamilton,
2008 Feb 13
1
Fixed-point scaling of mdf impulse response
Hi,
I made a small error in the impulse reponse function; when doing the
inverse fft in fixed point, it will overflow unless it's properly scaled.
This patch uses the same scaling as that used when updating the filters,
and the outputs now have the same shape and the same scale in fixed
and floating point.
Best regards,
Thorvald
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diff -ubBwr
2019 Feb 06
2
Not to consolidate two structs with the same data types (but different names) in configure/make tool chain
Hi,
I have the following C code.
#define PTR_T char *
typedef struct objcache {
PTR_T data;
int cs; /* cache size, number of objects */
int nc; /* number of cache entries */
} sh_obj_cache_t;
struct dstack {
char *delimiters;
int delimiter_depth;
int delimiter_space;
};
When it is configured/made to generate IR with the following
environment variables,
CC=clang CXX=clang++
2006 Jul 07
2
how to do $pVar ++
This has been bugging me for a while
In php you can do $pVar++ to add 1 or $pVar-- to subtract, how can this
be done in ruby?
--
Posted via http://www.ruby-forum.com/.
2012 Aug 26
3
Aligning barplot
All, Consider:
BagA <- c(-1000,10,10,10,10,10,10,
10,20,20,20,20,20,20,30,
30,40,40,50,60)
BagB <- c(10,20,30,30,40,40,50,50,
50,50,50,50,60,60,60,60,
60,60,60,1000)
layout(c(2,1))
barplot(table(BagB))
barplot(table(BagA))
At this point, I'd like to arrange the plots so that the 10-bars are
aligned, the 20-bars are aligned, etc. So, I started
2002 Nov 09
2
importing data from Excel using RODBC
Hi,
I used RODBC to import data from an Excel spreadsheet "*.xls", but some
columns were returned as zeros. When I looked at these columns in Excel, I
found that thery are results of formula calculations and not entry. My
question is: Is there any parameter or command I need to use in order to
overcome this problem?
Thank you
Ahmad Abu Hammour
1999 Nov 19
2
Impulses
After playing with the vorbis code for a while and doing tons of hacks and
analysis on it, I've found it to perform very poorly with impulse signals.
The MDCT seems to cause lots of spreading, and it seems to result in much
worse impulse performance then mp3.
What is the current plan on handling this? Will a smart quantizer be able
to avoid it?
I've been looking at various ways of
2011 Aug 01
2
Errors, driving me nuts
Greetings all,
I am getting this error that is driving me nuts... (not a long trip, haha)
I have a set of files and in these files I want to calculate ttests on
rows 'compareA' and 'compareB' (these will change over time there I
want a variable here). Also these files are in many different
directories so I want a way filter out the junk... Anyway I don't
believe that this is
2007 Apr 09
1
How to solve differential and integral equation using R?
Hello,
I want to know if there are some functions or packages to solve differential
and integral equation using R.
Thanks.
Shao chunxuan.
[[alternative HTML version deleted]]
2008 Sep 10
1
Computation of contour values - Speeding up computation
Dear R useRs,
i have the following code to compute values needed for a contour plot
############################################################
"myContour" <- function(a, b, plist, veca, vecb, dim)
{
tmpb <- seq(0.5 * b, 1.5 * b, length=dim)
tmpa <- seq(0.5 * a, 1.5 * a, length=dim)
z <- matrix(0, nrow=dim, ncol=dim)
for(i in 1:dim)
{
for(j in 1:dim)
2011 Apr 29
1
question of VECM restricted regression
Dear Colleague
I am trying to figure out how to use R to do OLS restricted VECM regression. However, there are some notation I cannot understand.
Please tell me what is 'ect', 'sd' and 'LRM.dl1 in the following practice:
#OLS retricted VECM regression
data(denmark)
sjd <- denmark[, c("LRM", "LRY", "IBO", "IDE")]
sjd.vecm<-
1999 Nov 07
2
arima0() (PR#314)
Full_Name: Ahmad Abu Hammour
Version: rw0651
OS: windows 95
Submission from: (NULL) (63.23.128.44)
Although I know that "ts package" is preliminary, I wanted to compare the
results from R and SPSS. I ran ARIMA(2,1,2) in both softwares. I got NaN in
standard errors of coefficients from R and real figures from SPSS. I changed
"delta" in R to match that used by SPSS, I received
2002 Apr 19
4
Durbin-Watson test in packages "car" and "lmtest"
Hi,
P-values in Durbin-Watson test obtained through the use of functions available in packages "lmtest" and "car" are different. The difference is quite significant. function "dwtest" in "lmtest" is much faster than "burbinwatson" in "car". Actually, you can take a nap while the latter trying to calculated Durbin-Watson test. My question