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vars package - irf() does not work

9 messages · T.Riedle, Peter Dalgaard, John +2 more

#
Dear all,


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?
1 day later
#
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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#
Hi

I have no knowledge of vars package. However from what you describe that it sometimes works and sometimes not (although I wonder what it does mean) it seems to me that you either mask some arguments used by the function in your environment or misspell sometimes arguments or use invalid string in response argument.

It would be very unusual if

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

resulted in error and when you repeat it, it does not.

If you want better answer maybe from more knowledgeable people  than myself, you should provide an example which works and which does not with some data (either your own or from e.g. package data).

Cheers
Petr
________________________________
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#
You are not giving us a fully reproducible example, nor telling us the exact error messages. However, chances are that you have another irf() function that gets in the way. Does it work with vars::irf(....) ?

-pd
On 22 Feb 2017, at 10:57 , T.Riedle <tr206 at kent.ac.uk> wrote:

            

  
    
#
On Wed, 22 Feb 2017 09:57:00 +0000
"T.Riedle" <tr206 at kent.ac.uk> wrote:

            
Two guesses are 1) you are not consistently entering the commands and
thus get variable outcomes, and 2) possibly there are "depends" that
irf() needs that need to updated.  You could also contact the package
creators.  I would also observe that this looks remarkably like you
might be asking for help on your homework.  

I would create a script of the commands you use as they work, each
entered in sequence as you used it. You use it essentially as a lab
notebook that documents procedures.  RStudio works well for this, since
you can copy each line that works from the Console to a script file in
the editor.  You can do the same with a text editor, while using R from
a console, but it is somewhat more clumsy.
#
The code is written in a script and I use Rstudio. The script stops when the irf() command should be executed returning the error mentioned below. I tried to writte an independent script just for the irf() function but it does not work either with the same error.
#
So did you check that you have only one irf() function around?  

Try findFunction("irf")

-pd

  
    
#
Hi

so

var.2c <- VAR(Canada, p = 2, type = "const")
irf(var.2c, impulse = "e", response = c("prod", "rw", "U"), boot = FALSE)

works only sometimes? Or it does not work with **your** data only?

If it is the later, the issue is probably in your data. You should look at them to see if

str(yourdata)

does not show some problems.

Cheers
Petr
________________________________
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Nejste-li zam??len?m adres?tem tohoto emailu, nejste opr?vn?ni tento email jakkoliv u??vat, roz?i?ovat, kop?rovat ?i zve?ej?ovat.
Odes?latel e-mailu neodpov?d? za eventu?ln? ?kodu zp?sobenou modifikacemi ?i zpo?d?n?m p?enosu e-mailu.

V p??pad?, ?e je tento e-mail sou??st? obchodn?ho jedn?n?:
- vyhrazuje si odes?latel pr?vo ukon?it kdykoliv jedn?n? o uzav?en? smlouvy, a to z jak?hokoliv d?vodu i bez uveden? d?vodu.
- a obsahuje-li nab?dku, je adres?t opr?vn?n nab?dku bezodkladn? p?ijmout; Odes?latel tohoto e-mailu (nab?dky) vylu?uje p?ijet? nab?dky ze strany p??jemce s dodatkem ?i odchylkou.
- trv? odes?latel na tom, ?e p??slu?n? smlouva je uzav?ena teprve v?slovn?m dosa?en?m shody na v?ech jej?ch n?le?itostech.
- odes?latel tohoto emailu informuje, ?e nen? opr?vn?n uzav?rat za spole?nost ??dn? smlouvy s v?jimkou p??pad?, kdy k tomu byl p?semn? zmocn?n nebo p?semn? pov??en a takov? pov??en? nebo pln? moc byly adres?tovi tohoto emailu p??padn? osob?, kterou adres?t zastupuje, p?edlo?eny nebo jejich existence je adres?tovi ?i osob? j?m zastoupen? zn?m?.

This e-mail and any documents attached to it may be confidential and are intended only for its intended recipients.
If you received this e-mail by mistake, please immediately inform its sender. Delete the contents of this e-mail with all attachments and its copies from your system.
If you are not the intended recipient of this e-mail, you are not authorized to use, disseminate, copy or disclose this e-mail in any manner.
The sender of this e-mail shall not be liable for any possible damage caused by modifications of the e-mail or by delay with transfer of the email.

In case that this e-mail forms part of business dealings:
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#
I would suggest that you comment out the offending command and re-enter it
from the keyboard. It appears that the command is failing the syntax check
in the command. I have not checked the vars package but it is usual to do a
syntax check before the data is analysed. you could also have  a look at
your script in a hex editor.

If this does not solve your problem I would suggest that you send to the
list your script and  data in text format as attachments. (I presume that
this is allowable)

John C Frain
3 Aranleigh Park
Rathfarnham
Dublin 14
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj at tcd.ie
mailto:frainj at gmail.com
On 24 February 2017 at 10:42, PIKAL Petr <petr.pikal at precheza.cz> wrote: