[R] SVAR: error message

[Amit Mittal]

I had no problem using svar ()

I think you should try the code examples in the var package PDF by the authors, the research has since been quoted successfully

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Amit Mittal
PhD in Finance and Accounting (tbd)
IIM Lucknow
http://ssrn.com/author=2665511
*Top 10%, downloaded author since July 2017
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________________________________
From: R-help <r-help-bounces using r-project.org> on behalf of John <miaojpm using gmail.com>
Sent: Wednesday, October 24, 2018 6:25:17 AM
To: William Dunlap
Cc: r-help; bernhard using pfaffikus.de
Subject: Re: [R] SVAR: error message

If it is an A model, then should I just set B = NULL or skip the entry B?
William Dunlap <wdunlap using tibco.com> $B1w(B 2018$BG/(B10$B7n(B24$BF|(B $B=5;0(B $B>e8a(B4:14$BUmF;!'(B

> The immediate problem is in svartype=="AB-model" part of SVAR:
>
>             pos <- which(is.na(rb))
>             cols <- length(pos)
>             Rb <- matrix(0, nrow = Ksq, ncol = cols)
>             for (i in 1:cols) Rb[pos[i], i] <- 1
>
> Your Bmat has no NA's, so cols is 0.  Then 1:cols is c(1,0), causing
> an error in the for loop when it tries to reference column 1 of a 0-column
> matrix.  The code should use seq_len(cols) instead of 1:cols (or give
> an error telling the user that Bmat should contain some NA's).
>
> This is the sort of question one should send to the maintainer of the
> package
> that SVAR is in:
> >  maintainer("vars")
> [1] "Bernhard Pfaff <bernhard using pfaffikus.de>"
>
>
>
> Bill Dunlap
> TIBCO Software
> wdunlap tibco.com
>
> On Mon, Oct 22, 2018 at 8:15 PM, John <miaojpm using gmail.com> wrote:
>
>> Hi,
>>
>>   I have a bi-variate VAR model and would like to convert it to SVAR but
>> get an error message. Could someone pinpoint anything wrong and correct my
>> code? Thanks,
>>
>> John
>>
>>
>> amat <- matrix(c(NA, 0, NA, NA), nrow = 2, ncol = 2, byrow = TRUE)
>> df1<-data.frame(x=c(1,4,5,6,7,8,9,3,5,3), y=c(4,7,1,2,3,9,3,4,5,7))
>> var1<-VAR(df1, type = "const", ic="BIC")
>> svar2<-SVAR(x = var1, estmethod = "scoring", Amat = amat, Bmat = diag(2),
>>             max.iter = 100, conv.crit = 0.1e-6, maxls = 1000)
>>
>> > amat <- matrix(c(NA, 0, NA, NA), nrow = 2, ncol = 2, byrow = TRUE)
>> > df1<-data.frame(x=c(1,4,5,6,7,8,9,3,5,3), y=c(4,7,1,2,3,9,3,4,5,7))
>> > var1<-VAR(df1, type = "const", ic="BIC")
>> > svar2<-SVAR(x = var1, estmethod = "scoring", Amat = amat, Bmat =
>> diag(2),
>> +             max.iter = 100, conv.crit = 0.1e-6, maxls = 1000)
>> Error in `[<-`(`*tmp*`, pos[i], i, value = 1) : subscript out of bounds
>>
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>>
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>>
>
>

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______________________________________________
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