Hi there,
I am trying to make a VECM model which does a loop to pull of long run
impact coefficients. The problem is that to calculate these for a,b,c I use
the irf() function and they are stored in irf$a, irf$b, irf$c. What I would
really like is to be able to call irf$[variablename(x)] where I can loop
through i:n for x and it will pull out the right variable. This is a bit of
a waste of time for 3 but I want it to do bigger sets and sets of different
lengths so I don;t have to keep recoding it.
Any advice would be much appreciated,
Cheers,
Drew
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