Simulating VAR model (re-post)
Ron Sorry I missed the original post. It seems from what you posted this time that you are using dse, as the simulate you are picking up is from dse. In dse a VAR model is just a special case of an ARMA model. I'm not sure what the original question was, but usually the help page for simulate or the users' guide for dse is an easier place to start than the code. It is installed when you install the package, and also available at http://cran.at.r-project.org/web/packages/dse/vignettes/dse-guide.pdf . If you tried that already and it doesn't answer your question then please send the question to me again. To answer the question in this post, rather than the original question, I think the code you would like to see is displayed by dse:::simulate.ARMA . It is also available in the source package at http://cran.at.r-project.org/src/contrib/dse_2009.10-2.tar.gz . Paul
-----Original Message----- From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance- bounces at stat.math.ethz.ch] On Behalf Of Ron_M Sent: April 1, 2010 3:35 AM To: r-sig-finance at stat.math.ethz.ch Subject: Re: [R-SIG-Finance] Simulating VAR model (re-post) No reply still............... Anyway I am planning to sneak into the inside of the "simulate" function...........So if I type "simulate" on the console and it throws following :
simulate
function (model, ...)
UseMethod("simulate")
<environment: namespace:dse>
How to get the code inside the simulate function?
Best,
--
View this message in context:
http://n4.nabble.com/Simulating-VAR-model-
re-post-tp1746259p1747776.html Sent from the Rmetrics mailing list archive at Nabble.com.
_______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
==================================================================================== La version fran?aise suit le texte anglais. ------------------------------------------------------------------------------------ This email may contain privileged and/or confidential information, and the Bank of Canada does not waive any related rights. Any distribution, use, or copying of this email or the information it contains by other than the intended recipient is unauthorized. If you received this email in error please delete it immediately from your system and notify the sender promptly by email that you have done so. ------------------------------------------------------------------------------------ Le pr?sent courriel peut contenir de l'information privil?gi?e ou confidentielle. La Banque du Canada ne renonce pas aux droits qui s'y rapportent. Toute diffusion, utilisation ou copie de ce courriel ou des renseignements qu'il contient par une personne autre que le ou les destinataires d?sign?s est interdite. Si vous recevez ce courriel par erreur, veuillez le supprimer imm?diatement et envoyer sans d?lai ? l'exp?diteur un message ?lectronique pour l'aviser que vous avez ?limin? de votre ordinateur toute copie du courriel re?u.