Discussion :

[hazem2410]

Bonjour,

J'ai un SVEC de 4 variables (prod, prix, TMM, M2) sur un data frame test1. Je veux étudier la fonction de réponse d'impulsion, alors j'ai introduit la commande suivante:

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reponse <- irf(svec8, impulse = test1[,1], response = test1[,2], boot = FALSE)

Ceci est pour étudier la réponse de la deuxième variable, suite à un choc associé à la première. Toutefois, cette commande me renvoie l'erreur suivante:

Erreur dans irf(.....), arguments inutilisés.

Merci pour votre coopération

[hazem2410]

Pour vous donner d'autres clarifications, j'ai essayé de refaire un exemple type, celui sur les données du Canada. Voici les commandes que j'ai copiées.

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var.2c <- VAR(Canada, p = 2, type = "const")
irf(var.2c, impulse = "e", response = c("prod", "rw", "U"), boot =
FALSE)

Toutefois, R me renvoie le même message d'erreur (arguments inutilisés). J'ai omit alors tous les arguments de la fonction, et j'ai exécuté la commande suivante:

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irf_canada <- irf(var.2c)

Cette fois, il marche bien, mais il affecte la valeur NULL à irf_canada!!

Je bloque, svp, y a t il quelqu'un qui pourrait m'aider. Merci

[MMDM12]

Bonjour,
Peut etre que vous pouvez commencer par expliquer c'est quoi un SVEC, irf, les packages utilisé et un exemple de ton jeu de données, l'objectif precis,...
De cette façon, on pourra peut etre y voir d'une façon un peu plus claire.

Bonne continuation

[lilly74]

Bonjour,

j'ai les mêmes questions que MMDM12...

En attendant, j'ai tenté:

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library(vars)
data("Canada")
var.2c <- VAR(Canada, p = 2, type = "const")
irf(var.2c, impulse = "e", response = c("prod", "rw", "U"), boot = + FALSE)

Sortie:

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Impulse response coefficients
$e
              prod           rw            U
 [1,] -0.020585541 -0.116033519 -0.190420048
 [2,] -0.001200947 -0.202083140 -0.329124153
 [3,]  0.014808436 -0.180277335 -0.369053587
 [4,] -0.021571434 -0.100425475 -0.352501745
 [5,] -0.084914238  0.008049928 -0.300681928
 [6,] -0.155700530  0.126762159 -0.229617289
 [7,] -0.221442354  0.241833321 -0.151593876
 [8,] -0.274945401  0.343821736 -0.075179522
 [9,] -0.313059778  0.427131741 -0.005842792
[10,] -0.335382897  0.489230185  0.053372767
[11,] -0.343203150  0.529860661  0.101208799

Et avec

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irf_canada <- irf(var.2c)
 irf_canada

j'obtiens

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Impulse response coefficients
$e
                e         prod           rw            U
 [1,]  0.36281502 -0.020585541 -0.116033519 -0.190420048
 [2,]  0.54753375 -0.001200947 -0.202083140 -0.329124153
 [3,]  0.61791814  0.014808436 -0.180277335 -0.369053587
 [4,]  0.61135633 -0.021571434 -0.100425475 -0.352501745
 [5,]  0.55204752 -0.084914238  0.008049928 -0.300681928
 [6,]  0.46069398 -0.155700530  0.126762159 -0.229617289
 [7,]  0.35382963 -0.221442354  0.241833321 -0.151593876
 [8,]  0.24376322 -0.274945401  0.343821736 -0.075179522
 [9,]  0.13900556 -0.313059778  0.427131741 -0.005842792
[10,]  0.04490000 -0.335382897  0.489230185  0.053372767
[11,] -0.03568143 -0.343203150  0.529860661  0.101208799
 
$prod
              e      prod          rw           U
 [1,] 0.0000000 0.6521403  0.09541606  0.01533867
 [2,] 0.1071358 0.7477963  0.03276331 -0.03966904
 [3,] 0.2240629 0.7542449 -0.06087546 -0.10769297
 [4,] 0.3339673 0.7455539 -0.13486988 -0.16976603
 [5,] 0.4325320 0.7284313 -0.18399188 -0.22353359
 [6,] 0.5176453 0.7044854 -0.20923845 -0.26772154
 [7,] 0.5883155 0.6742212 -0.21269765 -0.30182766
 [8,] 0.6443195 0.6383660 -0.19700793 -0.32595761
 [9,] 0.6860526 0.5979989 -0.16507378 -0.34065646
[10,] 0.7143941 0.5544004 -0.11990777 -0.34678586
[11,] 0.7305695 0.5089067 -0.06450175 -0.34541034
 
$rw
                e         prod        rw          U
 [1,]  0.00000000  0.000000000 0.7656960 0.01392474
 [2,] -0.04463148  0.032620180 0.6858331 0.02290799
 [3,] -0.10005539 -0.007394995 0.6623365 0.08136571
 [4,] -0.16075773 -0.077232540 0.6382078 0.13185418
 [5,] -0.21764015 -0.124757647 0.6103100 0.17342028
 [6,] -0.26207007 -0.148110654 0.5752906 0.20225555
 [7,] -0.29035880 -0.151072129 0.5306628 0.21716396
 [8,] -0.30225678 -0.138649366 0.4769756 0.21927750
 [9,] -0.29954466 -0.116006104 0.4164717 0.21084913
[10,] -0.28500848 -0.087693995 0.3520859 0.19453630
[11,] -0.26173443 -0.057362522 0.2867986 0.17294672
 
$U
               e        prod           rw           U
 [1,] 0.00000000  0.00000000  0.000000000  0.20376705
 [2,] 0.05411743 -0.09750280  0.002471701  0.12611784
 [3,] 0.13270186  0.02527026 -0.028924044  0.03978976
 [4,] 0.23371359  0.15111339 -0.058705253 -0.04673068
 [5,] 0.33598154  0.24344474 -0.086137815 -0.12589580
 [6,] 0.42502583  0.30133081 -0.100655507 -0.18914406
 [7,] 0.49382949  0.32837608 -0.097247777 -0.23358628
 [8,] 0.54042395  0.33083853 -0.075656899 -0.25969750
 [9,] 0.56601402  0.31551307 -0.038340828 -0.26979650
[10,] 0.57352929  0.28864140  0.010914229 -0.26703088
[11,] 0.56660826  0.25543900  0.067960700 -0.25469825
 
 
Lower Band, CI= 0.95 
$e
                e       prod          rw          U
 [1,]  0.28272179 -0.1655917 -0.25086289 -0.2307410
 [2,]  0.36732211 -0.1982613 -0.40255109 -0.3849608
 [3,]  0.33150145 -0.2363781 -0.40820310 -0.4361435
 [4,]  0.24789524 -0.3228712 -0.37620891 -0.4370217
 [5,]  0.14651739 -0.3771812 -0.30965497 -0.4005166
 [6,]  0.01274426 -0.4595809 -0.22456678 -0.3417263
 [7,] -0.12358027 -0.5304253 -0.11239356 -0.2986850
 [8,] -0.23261249 -0.5860151 -0.02355979 -0.2480008
 [9,] -0.39284962 -0.6044819  0.02440041 -0.1916452
[10,] -0.46278453 -0.6081587  0.08399249 -0.1577793
[11,] -0.51534626 -0.5910535  0.12997665 -0.1428818
 
$prod
               e       prod         rw           U
 [1,] 0.00000000 0.49815053 -0.1478011 -0.03071561
 [2,] 0.02979267 0.46391073 -0.2398952 -0.10110025
 [3,] 0.09480288 0.41433264 -0.3323661 -0.17859005
 [4,] 0.17505298 0.34769193 -0.4183403 -0.26853668
 [5,] 0.25258927 0.27773676 -0.4561485 -0.35968893
 [6,] 0.28456419 0.25070205 -0.4818776 -0.41369477
 [7,] 0.29078378 0.20917709 -0.4669073 -0.46006678
 [8,] 0.30333698 0.15027166 -0.4342646 -0.49371745
 [9,] 0.30118743 0.12639311 -0.3814942 -0.51518935
[10,] 0.29335916 0.11408233 -0.3159916 -0.51609235
[11,] 0.27987202 0.07201305 -0.2772991 -0.51635658
 
$rw
               e       prod         rw             U
 [1,]  0.0000000  0.0000000 0.57650365 -0.0274481381
 [2,] -0.1178455 -0.1070964 0.38415212 -0.0601503737
 [3,] -0.2178043 -0.1515288 0.41033412 -0.0173329459
 [4,] -0.3066292 -0.2556329 0.35926035  0.0285883988
 [5,] -0.3751824 -0.3191170 0.32450393  0.0569074298
 [6,] -0.4310112 -0.3362016 0.28414787  0.0637106663
 [7,] -0.4471807 -0.3452463 0.24768140  0.0594192966
 [8,] -0.4505866 -0.3435971 0.20370821  0.0305998710
 [9,] -0.4511206 -0.3120518 0.15558535  0.0150849383
[10,] -0.4454421 -0.2759476 0.10459418  0.0007162349
[11,] -0.4363596 -0.2356500 0.02426795 -0.0201318568
 
$U
                  e        prod         rw           U
 [1,]  0.0000000000  0.00000000  0.0000000  0.15309246
 [2,] -0.0279552458 -0.20253039 -0.1712773  0.04908899
 [3,] -0.0007634292 -0.16791129 -0.1760775 -0.05184852
 [4,]  0.0593974900 -0.09371762 -0.2300493 -0.14878719
 [5,]  0.1308816761 -0.01675497 -0.2580363 -0.22625901
 [6,]  0.1813659105  0.03035312 -0.2635771 -0.30378017
 [7,]  0.2060272863  0.05251399 -0.2637240 -0.33448725
 [8,]  0.2297937165  0.04923221 -0.2454979 -0.36128561
 [9,]  0.2076875251  0.02231623 -0.2094623 -0.37624327
[10,]  0.1801556801 -0.02275476 -0.1640657 -0.37742939
[11,]  0.1695602156 -0.06087619 -0.1324700 -0.36743848
 
 
Upper Band, CI= 0.95 
$e
              e      prod         rw           U
 [1,] 0.3895396 0.1127269 0.03406003 -0.12610709
 [2,] 0.5926972 0.2038191 0.03947170 -0.21280202
 [3,] 0.6898538 0.2815970 0.14123305 -0.20782668
 [4,] 0.7354883 0.3018390 0.23302123 -0.15102541
 [5,] 0.7177123 0.2667726 0.34060573 -0.06607849
 [6,] 0.6752913 0.2404941 0.43487049  0.02061931
 [7,] 0.6209490 0.2159629 0.48700169  0.10606503
 [8,] 0.5598045 0.1747349 0.55689903  0.17530963
 [9,] 0.5145444 0.1338738 0.61217096  0.27254699
[10,] 0.4695438 0.1270134 0.65961935  0.33401073
[11,] 0.4452753 0.1245754 0.69473778  0.37228291
 
$prod
              e      prod         rw           U
 [1,] 0.0000000 0.7420718 0.25686046  0.06021570
 [2,] 0.1765208 0.8327735 0.22251306  0.01777452
 [3,] 0.3595552 0.8095539 0.12695807 -0.03520151
 [4,] 0.5063052 0.8252812 0.06484144 -0.08940600
 [5,] 0.6347951 0.8436067 0.02681829 -0.12959364
 [6,] 0.7606127 0.8719010 0.02344889 -0.15141542
 [7,] 0.8550528 0.8814215 0.05780844 -0.14934656
 [8,] 0.9413459 0.8658083 0.12514458 -0.13566519
 [9,] 1.0081869 0.8315303 0.20167522 -0.12051447
[10,] 1.0622861 0.7815031 0.27870756 -0.11679950
[11,] 1.0998554 0.7189535 0.34921178 -0.10856642
 
$rw
                 e       prod        rw          U
 [1,]  0.000000000 0.00000000 0.8320982 0.05380936
 [2,]  0.044055946 0.14826877 0.7615126 0.07490253
 [3,]  0.032605953 0.12968395 0.7599171 0.15342804
 [4,]  0.011637904 0.10448810 0.7328821 0.21080296
 [5,] -0.001006060 0.09321841 0.6969812 0.26728100
 [6,] -0.005286287 0.09723320 0.6661517 0.29880598
 [7,]  0.013002950 0.09821377 0.6291683 0.30467097
 [8,]  0.056023637 0.11990750 0.5962552 0.30019521
 [9,]  0.087414704 0.14741880 0.5423086 0.28364804
[10,]  0.107825199 0.18019034 0.4811833 0.26919917
[11,]  0.133208392 0.19862761 0.4343413 0.24886713
 
$U
              e       prod        rw           U
 [1,] 0.0000000 0.00000000 0.0000000  0.21207656
 [2,] 0.1116236 0.02587978 0.1935952  0.15532295
 [3,] 0.2333127 0.21594831 0.1967133  0.09473590
 [4,] 0.3605055 0.33666768 0.2107683  0.03920289
 [5,] 0.4925459 0.42329222 0.1896847 -0.01228849
 [6,] 0.6102682 0.47909463 0.1717942 -0.04947464
 [7,] 0.6913086 0.49151114 0.1505459 -0.08115278
 [8,] 0.7552539 0.47673956 0.1644007 -0.10049871
 [9,] 0.7883859 0.45512407 0.2031265 -0.08732402
[10,] 0.7988387 0.43558811 0.2518078 -0.07331764
[11,] 0.7860650 0.40180453 0.3136101 -0.05564423

Etrange

Pour information, j'utilise R 2.13.1.

Bonne continuation

[hazem2410]

J'ai fais ce traitement, tout comme toi, pour le Canada et ceci me renvoie ladite erreur. PS: j'ai la version 2.13.0, est ce que ça pourrait être ça le problème?

Bonjour,

j'ai les mêmes questions que MMDM12...

En attendant, j'ai tenté:

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library(vars)
data("Canada")
var.2c <- VAR(Canada, p = 2, type = "const")
irf(var.2c, impulse = "e", response = c("prod", "rw", "U"), boot = + FALSE)

Sortie:

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Impulse response coefficients
$e
              prod           rw            U
 [1,] -0.020585541 -0.116033519 -0.190420048
 [2,] -0.001200947 -0.202083140 -0.329124153
 [3,]  0.014808436 -0.180277335 -0.369053587
 [4,] -0.021571434 -0.100425475 -0.352501745
 [5,] -0.084914238  0.008049928 -0.300681928
 [6,] -0.155700530  0.126762159 -0.229617289
 [7,] -0.221442354  0.241833321 -0.151593876
 [8,] -0.274945401  0.343821736 -0.075179522
 [9,] -0.313059778  0.427131741 -0.005842792
[10,] -0.335382897  0.489230185  0.053372767
[11,] -0.343203150  0.529860661  0.101208799

Et avec

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irf_canada <- irf(var.2c)
 irf_canada

j'obtiens

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Impulse response coefficients
$e
                e         prod           rw            U
 [1,]  0.36281502 -0.020585541 -0.116033519 -0.190420048
 [2,]  0.54753375 -0.001200947 -0.202083140 -0.329124153
 [3,]  0.61791814  0.014808436 -0.180277335 -0.369053587
 [4,]  0.61135633 -0.021571434 -0.100425475 -0.352501745
 [5,]  0.55204752 -0.084914238  0.008049928 -0.300681928
 [6,]  0.46069398 -0.155700530  0.126762159 -0.229617289
 [7,]  0.35382963 -0.221442354  0.241833321 -0.151593876
 [8,]  0.24376322 -0.274945401  0.343821736 -0.075179522
 [9,]  0.13900556 -0.313059778  0.427131741 -0.005842792
[10,]  0.04490000 -0.335382897  0.489230185  0.053372767
[11,] -0.03568143 -0.343203150  0.529860661  0.101208799
 
$prod
              e      prod          rw           U
 [1,] 0.0000000 0.6521403  0.09541606  0.01533867
 [2,] 0.1071358 0.7477963  0.03276331 -0.03966904
 [3,] 0.2240629 0.7542449 -0.06087546 -0.10769297
 [4,] 0.3339673 0.7455539 -0.13486988 -0.16976603
 [5,] 0.4325320 0.7284313 -0.18399188 -0.22353359
 [6,] 0.5176453 0.7044854 -0.20923845 -0.26772154
 [7,] 0.5883155 0.6742212 -0.21269765 -0.30182766
 [8,] 0.6443195 0.6383660 -0.19700793 -0.32595761
 [9,] 0.6860526 0.5979989 -0.16507378 -0.34065646
[10,] 0.7143941 0.5544004 -0.11990777 -0.34678586
[11,] 0.7305695 0.5089067 -0.06450175 -0.34541034
 
$rw
                e         prod        rw          U
 [1,]  0.00000000  0.000000000 0.7656960 0.01392474
 [2,] -0.04463148  0.032620180 0.6858331 0.02290799
 [3,] -0.10005539 -0.007394995 0.6623365 0.08136571
 [4,] -0.16075773 -0.077232540 0.6382078 0.13185418
 [5,] -0.21764015 -0.124757647 0.6103100 0.17342028
 [6,] -0.26207007 -0.148110654 0.5752906 0.20225555
 [7,] -0.29035880 -0.151072129 0.5306628 0.21716396
 [8,] -0.30225678 -0.138649366 0.4769756 0.21927750
 [9,] -0.29954466 -0.116006104 0.4164717 0.21084913
[10,] -0.28500848 -0.087693995 0.3520859 0.19453630
[11,] -0.26173443 -0.057362522 0.2867986 0.17294672
 
$U
               e        prod           rw           U
 [1,] 0.00000000  0.00000000  0.000000000  0.20376705
 [2,] 0.05411743 -0.09750280  0.002471701  0.12611784
 [3,] 0.13270186  0.02527026 -0.028924044  0.03978976
 [4,] 0.23371359  0.15111339 -0.058705253 -0.04673068
 [5,] 0.33598154  0.24344474 -0.086137815 -0.12589580
 [6,] 0.42502583  0.30133081 -0.100655507 -0.18914406
 [7,] 0.49382949  0.32837608 -0.097247777 -0.23358628
 [8,] 0.54042395  0.33083853 -0.075656899 -0.25969750
 [9,] 0.56601402  0.31551307 -0.038340828 -0.26979650
[10,] 0.57352929  0.28864140  0.010914229 -0.26703088
[11,] 0.56660826  0.25543900  0.067960700 -0.25469825
 
 
Lower Band, CI= 0.95 
$e
                e       prod          rw          U
 [1,]  0.28272179 -0.1655917 -0.25086289 -0.2307410
 [2,]  0.36732211 -0.1982613 -0.40255109 -0.3849608
 [3,]  0.33150145 -0.2363781 -0.40820310 -0.4361435
 [4,]  0.24789524 -0.3228712 -0.37620891 -0.4370217
 [5,]  0.14651739 -0.3771812 -0.30965497 -0.4005166
 [6,]  0.01274426 -0.4595809 -0.22456678 -0.3417263
 [7,] -0.12358027 -0.5304253 -0.11239356 -0.2986850
 [8,] -0.23261249 -0.5860151 -0.02355979 -0.2480008
 [9,] -0.39284962 -0.6044819  0.02440041 -0.1916452
[10,] -0.46278453 -0.6081587  0.08399249 -0.1577793
[11,] -0.51534626 -0.5910535  0.12997665 -0.1428818
 
$prod
               e       prod         rw           U
 [1,] 0.00000000 0.49815053 -0.1478011 -0.03071561
 [2,] 0.02979267 0.46391073 -0.2398952 -0.10110025
 [3,] 0.09480288 0.41433264 -0.3323661 -0.17859005
 [4,] 0.17505298 0.34769193 -0.4183403 -0.26853668
 [5,] 0.25258927 0.27773676 -0.4561485 -0.35968893
 [6,] 0.28456419 0.25070205 -0.4818776 -0.41369477
 [7,] 0.29078378 0.20917709 -0.4669073 -0.46006678
 [8,] 0.30333698 0.15027166 -0.4342646 -0.49371745
 [9,] 0.30118743 0.12639311 -0.3814942 -0.51518935
[10,] 0.29335916 0.11408233 -0.3159916 -0.51609235
[11,] 0.27987202 0.07201305 -0.2772991 -0.51635658
 
$rw
               e       prod         rw             U
 [1,]  0.0000000  0.0000000 0.57650365 -0.0274481381
 [2,] -0.1178455 -0.1070964 0.38415212 -0.0601503737
 [3,] -0.2178043 -0.1515288 0.41033412 -0.0173329459
 [4,] -0.3066292 -0.2556329 0.35926035  0.0285883988
 [5,] -0.3751824 -0.3191170 0.32450393  0.0569074298
 [6,] -0.4310112 -0.3362016 0.28414787  0.0637106663
 [7,] -0.4471807 -0.3452463 0.24768140  0.0594192966
 [8,] -0.4505866 -0.3435971 0.20370821  0.0305998710
 [9,] -0.4511206 -0.3120518 0.15558535  0.0150849383
[10,] -0.4454421 -0.2759476 0.10459418  0.0007162349
[11,] -0.4363596 -0.2356500 0.02426795 -0.0201318568
 
$U
                  e        prod         rw           U
 [1,]  0.0000000000  0.00000000  0.0000000  0.15309246
 [2,] -0.0279552458 -0.20253039 -0.1712773  0.04908899
 [3,] -0.0007634292 -0.16791129 -0.1760775 -0.05184852
 [4,]  0.0593974900 -0.09371762 -0.2300493 -0.14878719
 [5,]  0.1308816761 -0.01675497 -0.2580363 -0.22625901
 [6,]  0.1813659105  0.03035312 -0.2635771 -0.30378017
 [7,]  0.2060272863  0.05251399 -0.2637240 -0.33448725
 [8,]  0.2297937165  0.04923221 -0.2454979 -0.36128561
 [9,]  0.2076875251  0.02231623 -0.2094623 -0.37624327
[10,]  0.1801556801 -0.02275476 -0.1640657 -0.37742939
[11,]  0.1695602156 -0.06087619 -0.1324700 -0.36743848
 
 
Upper Band, CI= 0.95 
$e
              e      prod         rw           U
 [1,] 0.3895396 0.1127269 0.03406003 -0.12610709
 [2,] 0.5926972 0.2038191 0.03947170 -0.21280202
 [3,] 0.6898538 0.2815970 0.14123305 -0.20782668
 [4,] 0.7354883 0.3018390 0.23302123 -0.15102541
 [5,] 0.7177123 0.2667726 0.34060573 -0.06607849
 [6,] 0.6752913 0.2404941 0.43487049  0.02061931
 [7,] 0.6209490 0.2159629 0.48700169  0.10606503
 [8,] 0.5598045 0.1747349 0.55689903  0.17530963
 [9,] 0.5145444 0.1338738 0.61217096  0.27254699
[10,] 0.4695438 0.1270134 0.65961935  0.33401073
[11,] 0.4452753 0.1245754 0.69473778  0.37228291
 
$prod
              e      prod         rw           U
 [1,] 0.0000000 0.7420718 0.25686046  0.06021570
 [2,] 0.1765208 0.8327735 0.22251306  0.01777452
 [3,] 0.3595552 0.8095539 0.12695807 -0.03520151
 [4,] 0.5063052 0.8252812 0.06484144 -0.08940600
 [5,] 0.6347951 0.8436067 0.02681829 -0.12959364
 [6,] 0.7606127 0.8719010 0.02344889 -0.15141542
 [7,] 0.8550528 0.8814215 0.05780844 -0.14934656
 [8,] 0.9413459 0.8658083 0.12514458 -0.13566519
 [9,] 1.0081869 0.8315303 0.20167522 -0.12051447
[10,] 1.0622861 0.7815031 0.27870756 -0.11679950
[11,] 1.0998554 0.7189535 0.34921178 -0.10856642
 
$rw
                 e       prod        rw          U
 [1,]  0.000000000 0.00000000 0.8320982 0.05380936
 [2,]  0.044055946 0.14826877 0.7615126 0.07490253
 [3,]  0.032605953 0.12968395 0.7599171 0.15342804
 [4,]  0.011637904 0.10448810 0.7328821 0.21080296
 [5,] -0.001006060 0.09321841 0.6969812 0.26728100
 [6,] -0.005286287 0.09723320 0.6661517 0.29880598
 [7,]  0.013002950 0.09821377 0.6291683 0.30467097
 [8,]  0.056023637 0.11990750 0.5962552 0.30019521
 [9,]  0.087414704 0.14741880 0.5423086 0.28364804
[10,]  0.107825199 0.18019034 0.4811833 0.26919917
[11,]  0.133208392 0.19862761 0.4343413 0.24886713
 
$U
              e       prod        rw           U
 [1,] 0.0000000 0.00000000 0.0000000  0.21207656
 [2,] 0.1116236 0.02587978 0.1935952  0.15532295
 [3,] 0.2333127 0.21594831 0.1967133  0.09473590
 [4,] 0.3605055 0.33666768 0.2107683  0.03920289
 [5,] 0.4925459 0.42329222 0.1896847 -0.01228849
 [6,] 0.6102682 0.47909463 0.1717942 -0.04947464
 [7,] 0.6913086 0.49151114 0.1505459 -0.08115278
 [8,] 0.7552539 0.47673956 0.1644007 -0.10049871
 [9,] 0.7883859 0.45512407 0.2031265 -0.08732402
[10,] 0.7988387 0.43558811 0.2518078 -0.07331764
[11,] 0.7860650 0.40180453 0.3136101 -0.05564423

Etrange

Pour information, j'utilise R 2.13.1.

Bonne continuation

[MMDM12]

J'ai fais ce traitement, tout comme toi, pour le Canada et ceci me renvoie ladite erreur. PS: j'ai la version 2.13.0, est ce que ça pourrait être ça le problème?

Avec le code de @Lilly74, tout fonctionne bien

Code :

Sélectionner tout - Visualiser dans une fenêtre à part

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library(vars)
data("Canada")
var.2c <- VAR(Canada, p = 2, type = "const")
irf(var.2c, impulse = "e", response = c("prod", "rw", "U"), boot = + FALSE)
 
irf_canada <- irf(var.2c)
irf_canada

sinon , ce n'est pas facile de deviner l'erreur qu'il t'affiche si tu ne le mets pas dans tes post.

Bonne continuation

[hazem2410]

Bonjour,

Merci pour votre réponse.
Bon j'ai un modèle SVAR cointégré. Alors j'ai estimé le modèle structurel à correction d'erreur (SVECM "SVEC"). Maintenant j'essaye d'étudier la fonction de réponse à des impulsions "étude des chocs structurels", à travers la commande irf de R, appartenant à la classe svarest du package vars.

Merci encore

Bonjour,
Peut etre que vous pouvez commencer par expliquer c'est quoi un SVEC, irf, les packages utilisé et un exemple de ton jeu de données, l'objectif precis,...
De cette façon, on pourra peut etre y voir d'une façon un peu plus claire.

Bonne continuation