Fonction de la réponse d'impulsion, SVAR

Version imprimable

05/07/2012, 13h21
hazem2410

Fonction de la réponse d'impulsion, SVAR
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:
Code:

1 2 3 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 :)
06/07/2012, 13h02
hazem2410

Illustration type
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.
Code:

1 2 3 4 5 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:
Code:

1 2 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
06/07/2012, 15h24
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

Bonjour,

j'ai les mêmes questions que MMDM12...

En attendant, j'ai tenté:

Code:

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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:

Code:

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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

Code:

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irf_canada <- irf(var.2c)
 irf_canada

j'obtiens

Code:

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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 :roll:

Pour information, j'utilise R 2.13.1.

Bonne continuation :)

06/07/2012, 15h31
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 :)

Citation:

Envoyé par 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

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? :roll:

Citation:

Envoyé par lilly74

Bonjour,

j'ai les mêmes questions que MMDM12...

En attendant, j'ai tenté:

Code:

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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:

Code:

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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

Code:

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irf_canada <- irf(var.2c)
 irf_canada

j'obtiens

Code:

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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 :roll:

Pour information, j'utilise R 2.13.1.

Bonne continuation :)

06/07/2012, 16h34
MMDM12
Citation:

Envoyé par 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? :roll:

Avec le code de @Lilly74, tout fonctionne bien
Code:

1 2 3 4 5 6 7 8 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
06/07/2012, 16h42
hazem2410
pour moi avec le code de Lilly74, ça ne marche pas! Mais j'ai mis le message d'erreur depuis mon premier poste. Il m'affiche:

Erreur dans irf(var.2c, impulse = "e", response = c("prod", "rw", "U"), boot = + FALSE): arguments inutilisés (impulse = "e", response = c("prod", "rw", "U"), boot = + FALSE)

Merci pour vos messages :)
Citation:
Envoyé par MMDM12

Avec le code de @Lilly74, tout fonctionne bien

Code:

1 2 3 4 5 6 7 8 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

Tu copies et tu colles pour voir :
Code:

1 2 3 4 5 6 7 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
et colle aussi ton cadre (pour voir s'il y a une virgule qui traine par exemple)

06/07/2012, 17h18
hazem2410
Il m'affiche la même erreur. J'ai copié et collé le même code :cry:
Citation:
Envoyé par MMDM12

tu copie et tu colle pour voir

Code:

1 2 3 4 5 6 7 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

et colle aussi ton cade (pour voir s'il ya une virgule qui traine par exemple)
07/07/2012, 11h41
hazem2410

Merci Lilly74 d'avoir indiqué que tu utilisais la version 2.13.1. En effet, j'ai mis à jour ma version de R 2.13.0, et j'ai installé la version 2.13.1, et du coup la fonction IRF a bel et bien marché :) Donc c'est un problème de version..

Merci les amis pour votre soutien :)

Citation:

Envoyé par hazem2410

Il m'affiche la même erreur. J'ai copié et collé le même code :cry: