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 -- View this message in context: http://r.789695.n4.nabble.com/Rolling-Sample-VAR-tp4631328.html Sent from the R help mailing list archive at Nabble.com.
Rolling Sample VAR
4 messages · andrija djurovic, bantex, Uwe Ligges
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But after looking through rollapply I still don't seem to be able to implement it to my problem. Could you make it more explicit for me to understand? B -- View this message in context: http://r.789695.n4.nabble.com/Rolling-Sample-VAR-tp4631328p4631430.html Sent from the R help mailing list archive at Nabble.com.
On 26.05.2012 07:34, bantex wrote:
But after looking through rollapply I still don't seem to be able to implement it to my problem. Could you make it more explicit for me to understand?
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
B -- View this message in context: http://r.789695.n4.nabble.com/Rolling-Sample-VAR-tp4631328p4631430.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.