I was wondering if one can have the coefficients of VAR model sorted according to variable names rather than lags. If you notice below, the output is sorted according to lags.
>VAR(cbind(fossil,labour),p=2,type="const") VAR Estimation Results: ======================= Estimated coefficients for equation fossil: =========================================== Call: fossil = fossil.l1 + labour.l1 + fossil.l2 + labour.l2 + const fossil.l1 labour.l1 fossil.l2 labour.l2 const 0.4686535 -0.5324335 0.2308964 0.8777865 -0.6711897 Estimated coefficients for equation labour: =========================================== Call: labour = fossil.l1 + labour.l1 + fossil.l2 + labour.l2 + const fossil.l1 labour.l1 fossil.l2 labour.l2 const 0.01431961 0.99648957 0.04160058 -0.11316312 1.11396823 If you take the last equation above (labour equation) the output is given as follows: fossil.l1 labour.l1 fossil.l2 labour.l2 const is there any way I can have the output of this equation as follows: fossil.l1 fossil.l2 labour.l1 labour.l2 const It makes it easy to do hypothesis testing on specific lagged coefficients. -- View this message in context: http://r.789695.n4.nabble.com/sorting-the-VAR-model-output-according-to-variable-names-tp4663770.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
