[R] vars package - irf() does not work

PIKAL Petr petr.pikal at precheza.cz
Wed Feb 22 14:51:09 CET 2017


Hi

I have no knowledge of vars package. However from what you describe that it sometimes works and sometimes not (although I wonder what it does mean) it seems to me that you either mask some arguments used by the function in your environment or misspell sometimes arguments or use invalid string in response argument.

It would be very unusual if

irf.USAg<-irf(varest.USA, response = "g", n.ahead = 48, boot = TRUE, ci=0.95)

resulted in error and when you repeat it, it does not.

If you want better answer maybe from more knowledgeable people  than myself, you should provide an example which works and which does not with some data (either your own or from e.g. package data).

Cheers
Petr

> -----Original Message-----
> From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of T.Riedle
> Sent: Wednesday, February 22, 2017 10:57 AM
> To: R-help at r-project.org
> Subject: [R] vars package - irf() does not work
>
>
>
>
> Dear all,
>
> I have not received any response on this email. Is there anybody who can
> help me?
>
> I want to run an impulse response analysis using the vars() package. The code
> looks as follwows.
>
>
> # list of class varest
> varest.USA<-VAR(VAR_analsis_DataUSA, lag.max = 24, ic = "SC", type =
> "both")
>
> varest.USA
>
> summary(varest.USA)
>
>
>
> #Run irf analysis
> irf.USAg<-irf(varest.USA, response = "g", n.ahead = 48, boot = TRUE, ci=0.95)
>
> plot(irf.USAg)
>
>
> The problem is that R returns an error that the arguments in irf are unused.
> That is, unused arguments (response="g", n.ahead = 48, boot = TRUE,
> ci=0.95) The strangeness is that it sometimes works but most of the time it
> does not. I installed vars() last month and irf() worked well but now it does
> only occasionally. I have just edited the data but kept the code unchanged.
>
>
> In addition, I have the same problem when I am trying to replicate the
> example on irf() in the vars vignette althoug it also worked well when I
> installed vars and run the example.
>
>
> Does anybody have an idea what is wrong?
>
>
>
>
>
>
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.

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