Description Usage Details Author(s) See Also Examples
OLS estimation of a VAR model with bootstrapped IRFs.
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For technical details of the model, see the accompanying vignette.
Keith O'Hara
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | ## Not run:
data(BMRVARData)
var_data <- data.matrix(USMacroData[,2:4])
var_obj = new(cvar)
#
var_obj$build(var_data,TRUE,4)
var_obj$estim()
var_obj$boot(10000)
IRF(var_obj,20,var_names=colnames(USMacroData),save=FALSE)
plot(var_obj,var_names=colnames(USMacroData),save=FALSE)
forecast(var_obj,shocks=TRUE,var_names=colnames(USMacroData),back_data=10,save=FALSE)
## End(Not run)
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