[R] vars package - irf() does not work
T.Riedle
tr206 at kent.ac.uk
Mon Feb 20 13:46:50 CET 2017
Dear all,
I want to run an impulse response analysis using the vars() package. The code looks as follwows.
# list of class varest
varest.USA<-VAR(VAR_analsis_DataUSA, lag.max = 24, ic = "SC", type = "both")
varest.USA
summary(varest.USA)
#Run irf analysis
irf.USAg<-irf(varest.USA, response = "g", n.ahead = 48, boot = TRUE, ci=0.95)
plot(irf.USAg)
The problem is that R returns an error that the arguments in irf are unused. That is, unused arguments (response="g", n.ahead = 48, boot = TRUE, ci=0.95)
The strangeness is that it sometimes works but most of the time it does not. I installed vars() last month and irf() worked well but now it does only occasionally. I have just edited the data but kept the code unchanged.
In addition, I have the same problem when I am trying to replicate the example on irf() in the vars vignette althoug it also worked well when I installed vars and run the example.
Does anybody have an idea what is wrong?
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