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

peter dalgaard pdalgd at gmail.com
Thu Feb 23 10:58:03 CET 2017


You are not giving us a fully reproducible example, nor telling us the exact error messages. However, chances are that you have another irf() function that gets in the way. Does it work with vars::irf(....) ?

-pd

On 22 Feb 2017, at 10:57 , T.Riedle <tr206 at kent.ac.uk> wrote:

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

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com



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