Panel VAR in R

[@v1kkk719]

Very nice and clear video. I actually worked with one of the guys who programmed the package at the Austrian National Bank during my internship. Shout out!

[@malepatirahul7339]

Hello Justin , I went through your VAR model videos and I almost got a job which I was followed for solving a case study Thank you

[@christianr.5722]

Thanks a lot for this video! Helped a lot, since there are not many examples for this package!

[@drjabirrahman]

Thank you for posting the video.

[@investogramma]

Looks like exactly I need for my research. Thank you!

[@adityamalani7455]

how do I forecast using the same model object? can you help me our here please

[@williammwine6369]

let me know if you found an answer

[@felipecamargog]

Great. I´m missing the yamamoto causality..

[@kinczelzoltanarpad1561]

Big Thank You again!

[@oktasaputra464]

I have an issue with the PVAR syntax "Error in xtfrm.data.frame(x) : cannot xtfrm data frames"

[@zsoltnovak3823]

Were you able to fix it? I have the same problem and can't solve it...

[@konjufcet]

@@zsoltnovak3823 u should arrange your dataset as dataframe with using mymodel

[@ndubuisidivine572]

Hello Justin, do you have a video on GVAR?

[@blackangelofthedead]

Thank you for your video, is it normal for some models to find that each variables affects others, it is what i want to shows with my impulse response functions ?

[@paolazorzin9779]

Thank you very much, Eloriaga! But, unfortunatly, I'm facing an error when running a PVAR model in R using the "panelvar" package. The error is: "Errore cholmod 'problem too large' nel file ../Core/cholmod_dense.c, linea 102". Do you or someone else knows how to solve it?

[@paolazorzin9779]

Does this code have a limit on variables? Because I have 7 dependent variables and 4 independent variables...

[@rihabbenhassen417]

How can i visualize residuals?

[@toombson123]

What interests me: is there a package / good code you can recommend to do historical decompositions in R ? To my knowledge there is only one option in the svars package concerning SVAR, what would be interesting is if you could show how to do it with normal VAR or BVAR models! Tanks sir :-)

[@rajibislam6366]

Hello Justin, Would you be able to replicate Diebold and Yilmaz-2012 (DY-2012) paper in R, please? It's about spillover, connected table and rolling window estimation, please? your help will be much appreciated. Thank you.

[@riffsandmelodies]

Hi, thank you very much for this Video. Maybe you or someone else reading this can help me interpreting the results at arround 8:33. What do they say? I´m new to the topic and I would like to learn more. I did my own example and i did not really know how to intepret the resluts. Thanks for any answer. (Justin, I wrote you an email with more inormation) greetings from Germany Nils

[@krisheco]

Is this package applicable to only balanced panel data??

[@mephistoms]

The package easily works for unbalanced panels.

[@krisheco]

Thanks

[@sebastianoyola9584]

In stata? 🥲