[R] : How wo read stability VAR plot?

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Fri Sep 11 18:07:42 CEST 2009


>
>
>I have made program code for Vector Auto Regressive in terms
>    of completing my undergraduate program using R. I have an important
>    question related to my project.
>    If I have:
>    data(Canada)
>    var.2c <- VAR(Canada, p = 2, type = "const")
>    var.2c.stabil <- stability(var.2c, type = "OLS-CUSUM")
>    I want to get the value of plot(var.2c.stabil). Can you 
>help me what should I do or write so the result can occur?

Dear Arif,

the stability function employs the package strucchange. Have a look at

str(var.2c.stabil$stability)

and then, for a particular equation (e.g. unemployment)

str(var.2c.stabil$stability$U)


the data for the process is contained in the list element "process".

HTH,
Bernhard

> 
>    It means if I have source code:
>    data(Canada)
>    x=acf(Canada)
>     
>    I will get the value of acf if I write x in R. Thanks in advance
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