Dear all:
There seems to be a problem with scoping, for irf() in vars, when
called within a function. Try the following:
-----------------------
testfun <- function(lags){
data(Canada)
var.2c <- VAR(Canada, p = lags, type = "const")
print(var.2c)
}
testfun(lags=3)
## Everything OK. Now this:
testfun2 <- function(lags){
data(Canada)
var.2c <- VAR(Canada, p = lags, type = "const")
itest <- irf(var.2c)
plot(itest)
}
testfun2(lags=3)
## I get an error message: Error in VAR(y = ysampled, p = lags, type =
"const") (from #5) :
## object 'lags' not found.
-------------------------
If you first assign lags and then define testfun2, it works. Seems to
me like a scoping problem. Any ideas?
Thanks!
Toby
--
Dr. Tobias Mühlhofer
Assistant Professor
Department of Finance
Kelley School of Business
Indiana University
+1-812-855-9270
http://tobias.muhlhofer.com
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