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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