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

[John C Frain]

I would suggest that you comment out the offending command and re-enter it
from the keyboard. It appears that the command is failing the syntax check
in the command. I have not checked the vars package but it is usual to do a
syntax check before the data is analysed. you could also have  a look at
your script in a hex editor.

If this does not solve your problem I would suggest that you send to the
list your script and  data in text format as attachments. (I presume that
this is allowable)

John C Frain
3 Aranleigh Park
Rathfarnham
Dublin 14
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj at tcd.ie
mailto:frainj at gmail.com

On 24 February 2017 at 10:42, PIKAL Petr <petr.pikal at precheza.cz> wrote:

> Hi
>
> so
>
> var.2c <- VAR(Canada, p = 2, type = "const")
> irf(var.2c, impulse = "e", response = c("prod", "rw", "U"), boot = FALSE)
>
> works only sometimes? Or it does not work with **your** data only?
>
> If it is the later, the issue is probably in your data. You should look at
> them to see if
>
> str(yourdata)
>
> does not show some problems.
>
> Cheers
> Petr
>
>
>
> > -----Original Message-----
> > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of T.Riedle
> > Sent: Friday, February 24, 2017 10:28 AM
> > To: John Dougherty <jwd at surewest.net>; r-help at r-project.org
> > Subject: Re: [R] vars package - irf() does not work
> >
> > The code is written in a script and I use Rstudio. The script stops when
> the
> > irf() command should be executed returning the error mentioned below. I
> > tried to writte an independent script just for the irf() function but it
> does not
> > work either with the same error.
> >
> > ________________________________________
> > From: R-help <r-help-bounces at r-project.org> on behalf of John Dougherty
> > <jwd at surewest.net>
> > Sent: 24 February 2017 00:46
> > To: r-help at r-project.org
> > Subject: Re: [R] vars package - irf() does not work
> >
> > On Wed, 22 Feb 2017 09:57:00 +0000
> > "T.Riedle" <tr206 at kent.ac.uk> wrote:
> >
> > > 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?
> > >
> > Two guesses are 1) you are not consistently entering the commands and
> thus
> > get variable outcomes, and 2) possibly there are "depends" that
> > irf() needs that need to updated.  You could also contact the package
> > creators.  I would also observe that this looks remarkably like you
> might be
> > asking for help on your homework.
> >
> > I would create a script of the commands you use as they work, each
> entered
> > in sequence as you used it. You use it essentially as a lab notebook that
> > documents procedures.  RStudio works well for this, since you can copy
> each
> > line that works from the Console to a script file in the editor.  You
> can do the
> > same with a text editor, while using R from a console, but it is somewhat
> > more clumsy.
> >
> >
> > --
> >
> > John
> >
> > ______________________________________________
> > 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.
> >
> > ______________________________________________
> > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
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> > and provide commented, minimal, self-contained, reproducible code.
>
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