Hi. rollapply function for zoo package could be a useful here.
library(zoo) ?rollapply Andrija On Fri, May 25, 2012 at 5:22 PM, bantex <bantexmutat...@hotmail.com> wrote: > hi guys, > > I am using trivariate VAR model to get 10 step ahead orthogonalized impulse > response functions. I want to use rolling sample analysis on the > coefficients of the irf but I have no idea how to do that. I looked > through > the forums but I can't seem to find any solutions. > > Any suggestions would be helpful. > > B > > -- > View this message in context: > http://r.789695.n4.nabble.com/Rolling-Sample-VAR-tp4631328.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > 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. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list 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.
