[R] dse VAR models

[Paul Gilbert]

There are examples of this in the User's Guide, which gets installed  
under your R library as dse1/doc/dse-guide.pdf. There is lots of other 
information in the guide that you will probably find useful too.

Paul Gilbert

Samuel Kemp wrote:

> Hi,
>
> Can anyone tell me how to construct a simple VAR(1) time series with 
> two variables using the dse package? I would like to end up with two 
> time series
>
> y_1t = \phi_11 y_1,t-1 + \phi_12 y_2,t-1 + e_1t
> y_2t = \phi_21 y_1,t-1 + \phi_22 y_2,t-1 + e_2t
>
> Best regards,
>
> Sam.
>
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