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Rolling Sample VAR

4 messages · andrija djurovic, bantex, Uwe Ligges

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hi guys,

I am using trivariate VAR model to get 10 step ahead orthogonalized impulse
response functions. I want to use rolling sample analysis on the
coefficients of the irf  but I have no idea how to do that. I looked through
the forums but I can't seem to find any solutions.

Any suggestions would be helpful.

B 

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On 26.05.2012 07:34, bantex wrote:
PLEASE do read the posting guide 
http://www.R-project.org/posting-guide.html and provide commented, 
minimal, self-contained, reproducible code.

Otherwise, it is unlikely you get more help. And don't forget to quote 
the original question and the rest of the thread. I do not keep old 
R-help mails around.

Uwe Ligges