Hi everyone,
I'm working with the Vector Autoregressive Model (VAR), and it seems like
the ur.ca package provides the best
function for this purpose.
My problem is, that I don't know how to extract a certain value from the
output without using the variables names.
I was hoping that this could be done by using numerical value, e.g. [1],
instead of writing for instance $Liabilities. The reason why I want to do
this is, that this would help me to automize the process, since I may not
use the variable Liabilities next time.
Here is an example when the process works, but I have to do it manually by
typing in $Liabilities
VARrow<-VAR(data,p=1,type="const")
row<-VARrow$varresult$Liabilities$coefficient
row[1]
Liabilities.l1
0.06898797
It would be nice if I could type in e.g. colnames(data)[1] instead of
Liabilities (because colnames(data)[1] referes to Liabilites) but this
command just says the value is NULL instead 0.06898797....
Any help is much appriciated
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