[R] sorting the VAR model output according to variable names??

[Pfaff, Bernhard Dr.]

Dear LondonPhd,

assuming that you have assigned 'mod' to your VAR() call, you can run the following:

lapply(coef(mod), function(x) x[sort(rownames(x)), ])

In general, the coef-method will retrieve the estimated coefficients and you can then do the reordering to your liking.

Best,
Bernhard

-----Ursprüngliche Nachricht-----
Von: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] Im Auftrag von londonphd
Gesendet: Dienstag, 9. April 2013 16:59
An: r-help at r-project.org
Betreff: [R] sorting the VAR model output according to variable names??

I was wondering if one can have the coefficients of VAR model sorted according to variable names rather than lags. If you notice below, the output is sorted according to lags.

>VAR(cbind(fossil,labour),p=2,type="const")

VAR Estimation Results:
======================= 

Estimated coefficients for equation fossil: 
===========================================
Call:
fossil = fossil.l1 + labour.l1 + fossil.l2 + labour.l2 + const 

 fossil.l1  labour.l1  fossil.l2  labour.l2      const 
 0.4686535 -0.5324335  0.2308964  0.8777865 -0.6711897 

Estimated coefficients for equation labour: 
===========================================
Call:
labour = fossil.l1 + labour.l1 + fossil.l2 + labour.l2 + const 

  fossil.l1   labour.l1   fossil.l2   labour.l2       const 
 0.01431961  0.99648957  0.04160058 -0.11316312  1.11396823


If you take the last equation above (labour equation) the output is given as
follows:
fossil.l1   labour.l1   fossil.l2   labour.l2  const


is there any way I can have the output of this equation as follows:
fossil.l1  fossil.l2  labour.l1   labour.l2  const


It makes it easy to do hypothesis testing on specific lagged coefficients.



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