Dear All, I would like to use the package "vars" to get a impulse response function of a Structural VAR model. However, I got a wrong message and cannot deal with it. Here is my code:
>library(vars) > >data <- read.table("data.txt", header=T) >y1 <- data[,c("log_x1","log_x2","log_x3","log_x4","log_x5","log_x6")] > >var01 <- VAR(y1, p=3) > >A <- as.matrix(rbind(c(NA,0,0,0,0,0),c(NA,NA,0,0,0,0),c(0,0,NA,0,0,0),c(NA,0,NA,NA,0,0),c(NA,NA,NA,0,NA,NA),c(NA,NA,NA,NA,0,NA))) >B <- as.matrix(rbind(c(NA,0,0,0,0,0),c(0,NA,0,0,0,0),c(0,0,NA,0,0,0),c(0,0,0,NA,0,0),c(0,0,0,0,NA,0),c(0,0,0,0,0,NA))) > >svar01 <- SVAR(var01,estmethod="scoring", Amat=A ,Bmat=B) > >svar01.irf <- irf(svar01, response="log_x3", n.ahead=24) But here is the error message: `diag<-`(`*tmp*`, value = 1) : only matrix diagonals can be replaced So I cannot get the impulse response function of this S-VAR model. How should I deal with it? Many thanks for your time and help! Chu, Hao-pang 97258...@nccu.edu.tw -- View this message in context: http://r.789695.n4.nabble.com/A-problem-of-impulse-response-function-about-S-VAR-tp4642990.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.