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Message-ID: <1487757420140.51553@kent.ac.uk>
Date: 2017-02-22T09:57:00Z
From: T.Riedle
Subject: vars package - irf() does not work
In-Reply-To: <1487594810802.89921@kent.ac.uk>

Dear all,

I have not received any response on this email. Is there anybody who can help me?

I want to run an impulse response analysis using the vars() package. The code looks as follwows.


# list of class varest
varest.USA<-VAR(VAR_analsis_DataUSA, lag.max = 24, ic = "SC", type = "both")

varest.USA

summary(varest.USA)



#Run irf analysis
irf.USAg<-irf(varest.USA, response = "g", n.ahead = 48, boot = TRUE, ci=0.95)

plot(irf.USAg)


The problem is that R returns an error that the arguments in irf are unused. That is, unused arguments (response="g", n.ahead = 48, boot = TRUE, ci=0.95)
The strangeness is that it sometimes works but most of the time it does not. I installed vars() last month and irf() worked well but now it does only occasionally. I have just edited the data but kept the code unchanged.


In addition, I have the same problem when I am trying to replicate the example on irf() in the vars vignette althoug it also worked well when I installed vars and run the example.


Does anybody have an idea what is wrong?







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