I am searching for a fast and simple way to give comprehensible names to the columns of a VAR-coefficient matrix.
What I would like to use is the function VAR.names
, which is used in the function VAR.est()
in the VAR.etp-package
. When I use the function VAR.est()
, this works perfectly, but as soon as I modify VAR.est
(by adding another element to the list of values which are returned), I receive an error message stating "could not find function VAR.names".
I could not find any information on the function VAR.names.
Example:
library(VAR.etp)
data(dat)
M=VAR.est(dat,p=2,type="const")
M$coef
Another possibility would be to use a loop as in the function VAR()
from the vars package, but if VAR.names
would actually work, this would be a lot more elegant!