[R-SIG-Finance] Simulating VAR model (re-post)

[Paul Gilbert]

Ron

Sorry I missed the original post. 

It seems from what you posted this time that you are using dse, as the
simulate you are picking up is from dse. In dse a VAR model is just a
special case of an ARMA model. I'm not sure what the original question
was, but usually the help page for simulate or the users' guide for dse
is an easier place to start than the code. It is installed when you
install the package, and also available at
http://cran.at.r-project.org/web/packages/dse/vignettes/dse-guide.pdf .
If you tried that already and it doesn't answer your question then
please send the question to me again.

To answer the question in this post, rather than the original question,
I think the code you would like to see is displayed by
dse:::simulate.ARMA . It is also available in the source package at
http://cran.at.r-project.org/src/contrib/dse_2009.10-2.tar.gz .

Paul

>-----Original Message-----
>From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-
>bounces at stat.math.ethz.ch] On Behalf Of Ron_M
>Sent: April 1, 2010 3:35 AM
>To: r-sig-finance at stat.math.ethz.ch
>Subject: Re: [R-SIG-Finance] Simulating VAR model (re-post)
>
>
>No reply still...............
>
>Anyway I am planning to sneak into the inside of the "simulate"
>function...........So if I type "simulate" on the console and it throws
>following :
>
>> simulate
>function (model, ...)
>UseMethod("simulate")
><environment: namespace:dse>
>
>How to get the code inside the simulate function?
>
>Best,
>--
>View this message in context:
http://n4.nabble.com/Simulating-VAR-model-
>re-post-tp1746259p1747776.html
>Sent from the Rmetrics mailing list archive at Nabble.com.
>
>_______________________________________________
>R-SIG-Finance at stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>-- Subscriber-posting only. If you want to post, subscribe first.
>-- Also note that this is not the r-help list where general R questions
>should go.
====================================================================================

La version française suit le texte anglais.

------------------------------------------------------------------------------------

This email may contain privileged and/or confidential information, and the Bank of
Canada does not waive any related rights. Any distribution, use, or copying of this
email or the information it contains by other than the intended recipient is
unauthorized. If you received this email in error please delete it immediately from
your system and notify the sender promptly by email that you have done so. 

------------------------------------------------------------------------------------

Le présent courriel peut contenir de l'information privilégiée ou confidentielle.
La Banque du Canada ne renonce pas aux droits qui s'y rapportent. Toute diffusion,
utilisation ou copie de ce courriel ou des renseignements qu'il contient par une
personne autre que le ou les destinataires désignés est interdite. Si vous recevez
ce courriel par erreur, veuillez le supprimer immédiatement et envoyer sans délai à
l'expéditeur un message électronique pour l'aviser que vous avez éliminé de votre
ordinateur toute copie du courriel reçu.