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@MJacobs1985
Created February 21, 2022 13:47
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Serial1 <- serial.test(var.model_lev,
lags.pt = 5,
type = "PT.asymptotic");Serial1;plot(Serial1)
Arch1 <- arch.test(var.model_lev,
lags.multi = 14,
multivariate.only = TRUE);Arch1;plot(Arch1)
Norm1 <- normality.test(var.model_lev,
multivariate.only = TRUE);Norm1
Stability1 <- stability(var.model_lev,
type = "OLS-CUSUM");Stability1;plot(Stability1)
GrangerEggs<- causality(var.model_lev,
cause = "Eggs");GrangerEggs
GrangerWater <- causality(var.model_lev,
cause = "Water");GrangerWater
GrangerFeed <- causality(var.model_lev,
cause = "Feed");GrangerFeed
ir.1 <- irf(var.model_lev,
impulse = "Feed",
response = "Eggs",
n.ahead = 20, ortho = TRUE, cumulative=TRUE, runs=1000)
ir.2 <- irf(var.model_lev,
impulse = "Water",
response = "Eggs",
n.ahead = 20, ortho = TRUE, cumulative=TRUE, runs=1000)
plot(ir.1)
plot(ir.2)
FEVD1 <- fevd(var.model_lev, n.ahead = 14);FEVD1;plot(FEVD1)
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