[R] VAR-Estimation

Kjetil Brinchmann Halvorsen kjetil at acelerate.com
Fri Dec 17 13:08:31 CET 2004

Marc Gronwald wrote:

>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
>Fon: +49 (0)40 482325547
>Fax: +49 (0)40 482325546
>Mail: gronwald at econ.uni-hamburg.de
>	[[alternative HTML version deleted]]
>R-help at stat.math.ethz.ch mailing list
>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
You can have a look at package (bundle) dse.



Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra

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