Impulse response function graph in TVECM
Posted: Tue Apr 18, 2017 10:16 pm
Hello, everyone.
I'm senior in university, and writing about APT(asymmetric price transmission).
So, I used TVECM for this and I'm done most of my work with eviews and r program.
However, when I was looking for TVECM impulse response function (and also graph for this), I noticed that there was nothing in tarcoin add-in package in eviews. (or just I missed it)
Is there any thing I can do for this? I think it will be nice even though it is not in eviews, but in r
I'm sorry for poor english :(
Thanks for reading!
I'm senior in university, and writing about APT(asymmetric price transmission).
So, I used TVECM for this and I'm done most of my work with eviews and r program.
However, when I was looking for TVECM impulse response function (and also graph for this), I noticed that there was nothing in tarcoin add-in package in eviews. (or just I missed it)
Is there any thing I can do for this? I think it will be nice even though it is not in eviews, but in r
I'm sorry for poor english :(
Thanks for reading!