[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.



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