[R] calculate impulse responses

Martin Ivanov tramni at abv.bg
Fri Oct 12 18:16:27 CEST 2007

Dear R users,

I need perform structural analysis on a no intercept VAR model. Unfortunately the functions irf.VAR and dfev that come with the MSBVAR package only work with objects output by the reduced.form.var function, which seems to only evaluate VAR models with intercept. Is there a way to suppress the estimation of intercept term in reduced.form.var? Do I need to modify the code, and if I do, how? Is there a way to apply irf and dfev to objects of type systemfit?

Martin Ivanov

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