[R] Rolling Sample VAR
bantex
bantexmutation at hotmail.com
Fri May 25 17:22:59 CEST 2012
hi guys,
I am using trivariate VAR model to get 10 step ahead orthogonalized impulse
response functions. I want to use rolling sample analysis on the
coefficients of the irf but I have no idea how to do that. I looked through
the forums but I can't seem to find any solutions.
Any suggestions would be helpful.
B
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