[R] vars package - irf() does not work

Thu Feb 23 07:49:24 CET 2017

Hi

You sent it to wrong person. I am not the one who have problems with vars code. It was T.Riedle who had. I am cc’ing it to R help so he can answer you if he read it.

Cheers
Petr

From: John C Frain [mailto:frainj at gmail.com]
Sent: Wednesday, February 22, 2017 9:51 PM
To: PIKAL Petr <petr.pikal at precheza.cz>
Subject: Re: [R] vars package - irf() does not work

John C Frain
3 Aranleigh Park
Rathfarnham
Dublin 14
Ireland
www.tcd.ie/Economics/staff/frainj/home.html<http://www.tcd.ie/Economics/staff/frainj/home.html>
mailto:frainj at tcd.ie<mailto:frainj at tcd.ie>
mailto:frainj at gmail.com<mailto:frainj at gmail.com>

On 22 February 2017 at 13:51, PIKAL Petr <petr.pikal at precheza.cz<mailto:petr.pikal at precheza.cz>> wrote:
Hi

I have no knowledge of vars package. However from what you describe that it sometimes works and sometimes not (although I wonder what it does mean) it seems to me that you either mask some arguments used by the function in your environment or misspell sometimes arguments or use invalid string in response argument.

It would be very unusual if

irf.USAg<-irf(varest.USA, response = "g", n.ahead = 48, boot = TRUE, ci=0.95)

resulted in error and when you repeat it, it does not.

If you want better answer maybe from more knowledgeable people  than myself, you should provide an example which works and which does not with some data (either your own or from e.g. package data).

Cheers
Petr

The following script
The following example taken from the help files for the vars package and your script works fine for me

rm(list=ls())
library(vars)
data(Canada)
test.var <- VAR(Canada, lag.max = 4, ic = "SC", type = "both")
test.var
summary(test.var)
#irf.test<-irf(test.var, response = "g", n.ahead = 48, boot = TRUE, ci=0.95)
irf.test<-irf(test.var, response = "e", n.ahead = 48, boot = TRUE, ci=0.95)
plot(irf.test)

adapted from the vars package help files and your script works fine for me. Your script looks ok to me. Can you send a minimum example of a complete script and data that shows the problem. Otherwise no one will be able to tell you what is wrong.

If you are cutting and pasting from a pdf some characters (e.g. quote marks, ^  etc.) may not copy correctly. There may also be hidden characters in spaces that may be causing problems. If this is the case it is easily fixed by deleting the offending characters and spaces.

> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org<mailto:r-help-bounces at r-project.org>] On Behalf Of T.Riedle
> Sent: Wednesday, February 22, 2017 10:57 AM
> To: R-help at r-project.org<mailto:R-help at r-project.org>
> Subject: [R] vars package - irf() does not work
>
>
>
>
> Dear all,
>
> I have not received any response on this email. Is there anybody who can
> help me?
>
> 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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>
> ______________________________________________
> R-help at r-project.org<mailto:R-help at r-project.org> mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> R-help at r-project.org<mailto:R-help at r-project.org> mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.

______________________________________________
R-help at r-project.org<mailto:R-help at r-project.org> mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

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