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

[PIKAL Petr]

Hi

so

var.2c <- VAR(Canada, p = 2, type = "const")
irf(var.2c, impulse = "e", response = c("prod", "rw", "U"), boot = FALSE)

works only sometimes? Or it does not work with **your** data only?

If it is the later, the issue is probably in your data. You should look at them to see if

str(yourdata)

does not show some problems.

Cheers
Petr



> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of T.Riedle
> Sent: Friday, February 24, 2017 10:28 AM
> To: John Dougherty <jwd at surewest.net>; r-help at r-project.org
> Subject: Re: [R] vars package - irf() does not work
>
> 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
>
> ______________________________________________
> 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 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.

________________________________
Tento e-mail a jakékoliv k němu připojené dokumenty jsou důvěrné a jsou určeny pouze jeho adresátům.
Jestliže jste obdržel(a) tento e-mail omylem, informujte laskavě neprodleně jeho odesílatele. Obsah tohoto emailu i s přílohami a jeho kopie vymažte ze svého systému.
Nejste-li zamýšleným adresátem tohoto emailu, nejste oprávněni tento email jakkoliv užívat, rozšiřovat, kopírovat či zveřejňovat.
Odesílatel e-mailu neodpovídá za eventuální škodu způsobenou modifikacemi či zpožděním přenosu e-mailu.

V případě, že je tento e-mail součástí obchodního jednání:
- vyhrazuje si odesílatel právo ukončit kdykoliv jednání o uzavření smlouvy, a to z jakéhokoliv důvodu i bez uvedení důvodu.
- a obsahuje-li nabídku, je adresát oprávněn nabídku bezodkladně přijmout; Odesílatel tohoto e-mailu (nabídky) vylučuje přijetí nabídky ze strany příjemce s dodatkem či odchylkou.
- trvá odesílatel na tom, že příslušná smlouva je uzavřena teprve výslovným dosažením shody na všech jejích náležitostech.
- odesílatel tohoto emailu informuje, že není oprávněn uzavírat za společnost žádné smlouvy s výjimkou případů, kdy k tomu byl písemně zmocněn nebo písemně pověřen a takové pověření nebo plná moc byly adresátovi tohoto emailu případně osobě, kterou adresát zastupuje, předloženy nebo jejich existence je adresátovi či osobě jím zastoupené známá.

This e-mail and any documents attached to it may be confidential and are intended only for its intended recipients.
If you received this e-mail by mistake, please immediately inform its sender. Delete the contents of this e-mail with all attachments and its copies from your system.
If you are not the intended recipient of this e-mail, you are not authorized to use, disseminate, copy or disclose this e-mail in any manner.
The sender of this e-mail shall not be liable for any possible damage caused by modifications of the e-mail or by delay with transfer of the email.

In case that this e-mail forms part of business dealings:
- the sender reserves the right to end negotiations about entering into a contract in any time, for any reason, and without stating any reasoning.
- if the e-mail contains an offer, the recipient is entitled to immediately accept such offer; The sender of this e-mail (offer) excludes any acceptance of the offer on the part of the recipient containing any amendment or variation.
- the sender insists on that the respective contract is concluded only upon an express mutual agreement on all its aspects.
- the sender of this e-mail informs that he/she is not authorized to enter into any contracts on behalf of the company except for cases in which he/she is expressly authorized to do so in writing, and such authorization or power of attorney is submitted to the recipient or the person represented by the recipient, or the existence of such authorization is known to the recipient of the person represented by the recipient.