[R] sorting the VAR model output according to variable names??
londonphd
r.otojanov at qmul.ac.uk
Tue Apr 9 16:59:00 CEST 2013
I was wondering if one can have the coefficients of VAR model sorted
according to variable names rather than lags. If you notice below, the
output is sorted according to lags.
>VAR(cbind(fossil,labour),p=2,type="const")
VAR Estimation Results:
=======================
Estimated coefficients for equation fossil:
===========================================
Call:
fossil = fossil.l1 + labour.l1 + fossil.l2 + labour.l2 + const
fossil.l1 labour.l1 fossil.l2 labour.l2 const
0.4686535 -0.5324335 0.2308964 0.8777865 -0.6711897
Estimated coefficients for equation labour:
===========================================
Call:
labour = fossil.l1 + labour.l1 + fossil.l2 + labour.l2 + const
fossil.l1 labour.l1 fossil.l2 labour.l2 const
0.01431961 0.99648957 0.04160058 -0.11316312 1.11396823
If you take the last equation above (labour equation) the output is given as
follows:
fossil.l1 labour.l1 fossil.l2 labour.l2 const
is there any way I can have the output of this equation as follows:
fossil.l1 fossil.l2 labour.l1 labour.l2 const
It makes it easy to do hypothesis testing on specific lagged coefficients.
--
View this message in context: http://r.789695.n4.nabble.com/sorting-the-VAR-model-output-according-to-variable-names-tp4663770.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help
mailing list