[R] univariate impulse responses

Martin Ivanov tramni at abv.bg
Tue Oct 16 22:04:48 CEST 2007

Dear R users,

I need to calculate the univariate impulse response function for a series of data. Unfortunately the vars package does not support univariate analysis. If I try to evaluate a single series like this:

the result is
Error in VAR(y = xres, p = 1, type = "none", ic = "AIC") : 
  The matrix 'y' should contain at least two variables. For univariate analysis consider ar() and arima() in package stats.

However, the irf function does not work with objects output by ar or arima. Any ideas what I could do?


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