[R] VAR-Estimation

[Kjetil Brinchmann Halvorsen]

Marc Gronwald wrote:

>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: gronwald at econ.uni-hamburg.de
>	[[alternative HTML version deleted]]
>
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>  
>
You can have a look at package (bundle) dse.

Kjetil

-- 

Kjetil Halvorsen.

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