adding some tests with VAR, still to improve

2015-02-26 01:27:40 +01:00
parent 6e83b8b6a1
commit d575270bae
1 changed files with 10 additions and 0 deletions
@@ -74,6 +74,16 @@ g1 <- ggplot(data = stats_entropy, aes(x=date,y=value,colour=variable, group=var
  geom_smooth(size=1,formula = y ~ x, method="loess", se=FALSE, color=1)
 g1

+
+
+# VAR ---------------------------------------------------------------------
+
+test <- VAR(issues[,2:32], p=3, type=c("const", "trend", "both", "none"), season=NULL, exogen = NULL, lag.max = NULL, ic = c("AIC", "HQ", "SC", "FPE"))
+VAR(issues_s[,2:11], p=1, type=c("const", "trend", "both", "none"), season=NULL, exogen = issues_i[2:22])
+
+capture.output(print(summary(test), prmsd=TRUE, digits=1), file="out.txt")
+
+
 # SOME TESTS --------------------------------------------------------------

 stats <- data.frame(date=drange)