Hi,
I have a bi-variate VAR model and would like to convert it to SVAR but
get an error message. Could someone pinpoint anything wrong and correct my
code? Thanks,
John
amat <- matrix(c(NA, 0, NA, NA), nrow = 2, ncol = 2, byrow = TRUE)
df1<-data.frame(x=c(1,4,5,6,7,8,9,3,5,3), y=c(4,7,1,2,3,9,3,4,5,7))
var1<-VAR(df1, type = "const", ic="BIC")
svar2<-SVAR(x = var1, estmethod = "scoring", Amat = amat, Bmat = diag(2),
max.iter = 100, conv.crit = 0.1e-6, maxls = 1000)
> amat <- matrix(c(NA, 0, NA, NA), nrow = 2, ncol = 2, byrow = TRUE)
> df1<-data.frame(x=c(1,4,5,6,7,8,9,3,5,3), y=c(4,7,1,2,3,9,3,4,5,7))
> var1<-VAR(df1, type = "const", ic="BIC")
> svar2<-SVAR(x = var1, estmethod = "scoring", Amat = amat, Bmat = diag(2),
+ max.iter = 100, conv.crit = 0.1e-6, maxls = 1000)
Error in `[<-`(`*tmp*`, pos[i], i, value = 1) : subscript out of bounds
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