Hello Veronica, what makes you think that this is an error? It is a warning that your specified SVAR-model is **just** identified and hence an over-identification test cannot be conducted. You can suppress this warning by not asking for an over-identification in the first place, by setting lrtest = FALSE in your call to SVAR(). See ?SVAR (Arguments and Details sections) and the package's vignette. To your second question, provide zero entries in the respective column of the A-matrix except for the main-diagonal element.
Best, Bernhard -----Ursprüngliche Nachricht----- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von vero_acurio Gesendet: Donnerstag, 12. Juli 2012 16:10 An: r-help@r-project.org Betreff: [R] SVAR Restriction on AB-model Hello! I'm doing a svar and when I make the estimation the next error message appears: In SVAR(x, Amat = amat, Bmat = bmat, start = NULL, max.iter = 1000, : The AB-model is just identified. No test possible. Could you help me to interpret it please. Also I have the identification assumption that one of my shocks is exogenous relative to the contemporaneous values of the other variables in the SVAR, could you help me with the construction of the restriction matrices A and B of the SVAR model please? Thanks a lot! Best Regards, Veronica -- View this message in context: http://r.789695.n4.nabble.com/SVAR-Restriction-on-AB-model-tp4636306.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. ***************************************************************** Confidentiality Note: The information contained in this ...{{dropped:10}} ______________________________________________ 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.
