Dear R helpers,
I have a ts object, dadosvar, and want to run a VAR.
These are my data:
> dadosvar[1:15,]
dl rp igpm ereal crescpib jurosreal
[1,] 32.31 NA 39.07 419.59 NA 7025.95
[2,] 32.00 NA 40.78 596.57 NA 13401.25
[3,] 32.70 NA 45.71 867.63 NA 7738.64
[4,] 33.22 NA 40.91 1261.36 NA 15669.95
[5,] 33.58 NA 42.58 1832.68 NA 8741.45
[6,] 33.12 NA 45.21 2636.04 NA 13487.44
[7,] 32.82 NA 4.33 -3.39 NA 117.67
[8,] 31.61 NA 3.94 -3.05 3.27 52.52
[9,] 30.63 NA 1.75 -0.90 1.30 55.31
[10,] 29.90 NA 1.82 -0.98 2.60 54.75
[11,] 29.91 NA 2.85 -2.01 2.61 62.51
[12,] 30.01 -4.18 0.84 0.01 0.96 52.41
[13,] 29.35 -4.06 0.92 -0.08 2.97 45.33
[14,] 29.43 -3.40 1.39 -0.54 4.02 55.15
[15,] 28.92 -3.34 1.12 -0.23 6.29 56.86
> VARselect(dadosvar,lag.max=8,type="both")
Error in VARselect(dadosvar, lag.max = 8, type = "both") :
NAs in y.
When I tried VARselect it won't work because there are missing values. Is there
a way around this problem?
Thanks in advance for any help.
Kind regards,
Iara
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