Hello
I am running var on dataset
data1 is the name of my dataset
cn.chf us.chf
2005-07-01 -1.18656633 -1.18656633
2005-07-04 -0.48835920 -0.48835920
2005-07-05 -0.01534272 -0.01534272
2005-07-06 0.08825279 0.08825279
2005-07-07 0.34223563 0.34223563
2005-07-08 -0.05776229 -0.05776229
commands which I am usings are
1) lag.var <- VARselect(data1, 10, type="both")$selection["AIC(n)"]
2) reg1 <- VAR(data1, p=lag.var)
but when I am saying summary(reg1)
and I am getting same error for irfs as well.
Its's giving me and error
Error in merge(lhs, rhs, all = FALSE) :
error in evaluating the argument 'y' in selecting a method for function
'merge': Error: argument "rhs" is missing, with no default
Please help me how to solve this :-(
Regards
--
Akhil Dua
Consultant
National Institute of Public Finance and Policy
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