Perhaps the VAR and irf functions in the vars library will allow you to do what you want.
good luck, spencer On 10/12/07, Martin Ivanov <[EMAIL PROTECTED]> wrote: > > Dear R users, > > I need perform structural analysis on a no intercept VAR model. > Unfortunately the functions irf.VAR and dfev that come with the MSBVAR > package only work with objects output by the reduced.form.var function, > which seems to only evaluate VAR models with intercept. Is there a way to > suppress the estimation of intercept term in reduced.form.var? Do I need > to modify the code, and if I do, how? Is there a way to apply irf and dfev > to objects of type systemfit? > > Regards, > Martin Ivanov > > ----------------------------------------------------------------- > ëÒÁÊÎÁ ÃÅÌ - äÁ ÏÃÅÌÅÅÛ! www.survivor.btv.bg > > ______________________________________________ > R-help@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. > [[alternative HTML version deleted]]
______________________________________________ R-help@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.
