- The Var1 Data Contains 3 Variables Date Gdp And U How Would You Do These Things In R 1 (19.37 KiB) Viewed 74 times
The var1 data contains 3 variables [date, GDP, and U] How would you do these things in R?
-
answerhappygod
- Site Admin
- Posts: 899603
- Joined: Mon Aug 02, 2021 8:13 am
The var1 data contains 3 variables [date, GDP, and U] How would you do these things in R?
The var1 data contains 3 variables [date, GDP, and U] How wouldyou do these things in R?
Using the data in the file var1.csv: (i) Analyze the data. In particular, comment on the presence of nonstationarity (ii) Find the appropriate order for a VAR model and estimate it (iii) Compute the 40 periods impulse response functions (iv) Test for Granger causality for each pair of series
Using the data in the file var1.csv: (i) Analyze the data. In particular, comment on the presence of nonstationarity (ii) Find the appropriate order for a VAR model and estimate it (iii) Compute the 40 periods impulse response functions (iv) Test for Granger causality for each pair of series