Dear Bernhard,
I am using your R package var. I am interested in running impulse
response analysis (using irf) and error variance decomposition (using
fevd).
I have two questions:
-What decomposition method do you use in your package Cholesky?
-What is the order of entry of the variables the same as in the data set
being analyzed?
Thank you very much!
Dimitri Liakhovitski
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