Hi,
I want to estimate a VAR-model and calculate the impulse response function and
a variance decomposition. I am familiar with standard R-functions, like e.g.
arima. But I have not found equivalent functions to estimate a VAR-modell.
Are there any functions available or which R-package can I use to solve my
problem?
Thank you for your help.
Marc Gronwald
University of Hamburg
Department of Economics
Von-Melle-Park 5
D-20146 Hamburg
GERMANY
Fon: +49 (0)40 482325547
Fax: +49 (0)40 482325546
Mail: [EMAIL PROTECTED]
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