Re: [R] MS-VAR introduction

2011-09-01 Thread housy
Anybody knows where I can find the MSVAR for ox package mentioned above? The websited is not working anymore :( -- View this message in context: http://r.789695.n4.nabble.com/MS-VAR-Introduction-tp896008p3784774.html Sent from the R help mailing list archive at Nabble.com. __

Re: [R] MS-VAR introduction

2011-08-31 Thread John Kerpel
Try the package vars. On Wed, Aug 31, 2011 at 4:17 PM, Tayfur wrote: > Can u help me how can i get impulse response function for msvar models in r > programme??? > thanks lots of > Best, > Tayfur > > -- > View this message in context: > http://r.789695.n4.nabble.com/MS-VAR-Introduction-tp896008p

Re: [R] MS-VAR introduction

2011-08-31 Thread Tayfur
Can u help me how can i get impulse response function for msvar models in r programme??? thanks lots of Best, Tayfur -- View this message in context: http://r.789695.n4.nabble.com/MS-VAR-Introduction-tp896008p3782271.html Sent from the R help mailing list archive at Nabble.com. _

Re: [R] MS-VAR introduction

2009-06-20 Thread matifou
Actually there aren't by now so many packages for markov regime switching models in R but I just saw that at the userR 2009 conference a talk will be held about it, maybe that can help you, though the authors don't mention whether they use a existing package or developed new functionalities. ht

Re: [R] MS-VAR introduction

2009-06-16 Thread Sandrine LUNVEN
Dear Henrique, I think that R is not actually the best statistical tool to model MS-VAR. Indeed, the package msvar only allow a simple specification of the model. One tool I have ever used is on Ox with the package MSVAR built by Krolzig. This package allow a large variety of model specifications,