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] [[alternative HTML version deleted]] ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html