Perhaps the VAR and irf functions in the vars library will allow you to do
what you want.


good luck,


spencer



On 10/12/07, Martin Ivanov <tramni@abv.bg> wrote:
>
> Dear R users,
>
> I need perform structural analysis on a no intercept VAR model.
> Unfortunately the functions irf.VAR and dfev that come with the MSBVAR
> package only work with objects output by the reduced.form.var function,
> which seems to only evaluate VAR models with intercept. Is there a way to
> suppress the estimation of intercept term in reduced.form.var? Do I need
> to modify the code, and if I do, how? Is there a way to apply irf and dfev
> to objects of type systemfit?
>
> Regards,
> Martin Ivanov
>
> -----------------------------------------------------------------
> Крайна цел - Да оцелееш! www.survivor.btv.bg
>
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