Perhaps the VAR and irf functions in the vars library will allow you to do
what you want.
good luck,
spencer
On 10/12/07, Martin Ivanov <[EMAIL PROTECTED]> wrote:
>
> Dear R users,
>
> I need perform structural analysis on a no intercept VAR model.
> Unfortunately the functions irf.VAR and d
Dear R users,
I need perform structural analysis on a no intercept VAR model. Unfortunately
the functions irf.VAR and dfev that come with the MSBVAR package only work with
objects output by the reduced.form.var function, which seems to only evaluate
VAR models with intercept. Is there a way to
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