[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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