Hi useRs, Been estimating a VAR with two variables, using VAR() of the package "vars".
Perhaps I am missing something, but how can I include the present time t variables, i.e. for the set of equations to be: x(t) = a1*y(t) + a2*y(t-1) + a3*x(t-1) + ... Y(t) = a1*x(t) + a2*x(t-1) + a3*y(t-1) + ... The types available in function VAR() allow for seasonal dummies, time trends and constant term. But the terms a1*y(t) a1*x(t) always seem to be excluded by default, thus only lagged variables enter the right side. How can I specify VAR() such that a1*y(t) and a1*x(t) are included? Or would I have to estimate with lm() instead? Many thanks in advance, Bernd ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
