mxmehl/uni-ba-socialagenda
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v3 tagging done

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mxmehl
2015-03-15 12:26:07 +03:00
parent cbbb664e04
commit e009060084
8 changed files with 273 additions and 243 deletions
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issuecomp-3-calc.R
+4 -3
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@@ -83,10 +83,11 @@ g1
# test <- VAR(issues_s[,2:11], p=1, type="none")
# VAR(issues_s[,2:23], p=1, type=c("const", "trend", "both", "none"), season=NULL, exogen = issues_i[2:22])
issues_ts <- as.ts(issues)
vIssues <- VAR(issues_ts[,2:44], p=1, type="both")
issues_ts <- as.ts(issues[,2:44])
VARselect(issues_ts, lag.max = 5, type = "both")
vIssues <- VAR(issues_ts, p=5, type="both")
plot(irf(test, impulse = names(issues_s[2:23]), response = names(issues_i[2:22])))
plot(irf(vIssues, impulse = names(issues_s[2:23]), response = names(issues_i[2:22])))
capture.output(print(summary(test), prmsd=TRUE, digits=1), file="out.txt")