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

peter dalgaard pdalgd at gmail.com
Fri Feb 24 10:57:04 CET 2017


So did you check that you have only one irf() function around?  

Try findFunction("irf")

-pd

> On 24 Feb 2017, at 10:27 , T.Riedle <tr206 at kent.ac.uk> wrote:
> 
> The code is written in a script and I use Rstudio. The script stops when the irf() command should be executed returning the error mentioned below. I tried to writte an independent script just for the irf() function but it does not work either with the same error.
> 
> ________________________________________
> From: R-help <r-help-bounces at r-project.org> on behalf of John Dougherty <jwd at surewest.net>
> Sent: 24 February 2017 00:46
> To: r-help at r-project.org
> Subject: Re: [R] vars package - irf() does not work
> 
> On Wed, 22 Feb 2017 09:57:00 +0000
> "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?
>> 
> Two guesses are 1) you are not consistently entering the commands and
> thus get variable outcomes, and 2) possibly there are "depends" that
> irf() needs that need to updated.  You could also contact the package
> creators.  I would also observe that this looks remarkably like you
> might be asking for help on your homework.
> 
> I would create a script of the commands you use as they work, each
> entered in sequence as you used it. You use it essentially as a lab
> notebook that documents procedures.  RStudio works well for this, since
> you can copy each line that works from the Console to a script file in
> the editor.  You can do the same with a text editor, while using R from
> a console, but it is somewhat more clumsy.
> 
> 
> --
> 
> John
> 
> ______________________________________________
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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.
> 
> ______________________________________________
> 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.

-- 
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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