Hi, I want to run an SVARs in R for 3 different groups



Hi, I am running a Structural autoregressive model in r and I have all my necessary codes but now I want to include a group into the model. How do I best go about this. Please see sample table below:

Area Price Income Population Rate
Amsterdam 10 5 100 2
Amsterdam 20 10 200 4
Brussels 8 4 80 3
Brussels 30 15 300 6
New York 15 7 150 8
New York 12 6 120 7

I have created my time series objects using the "ts" function and would like to run the full SVARs analysis but I do not know how to incorporate the "Area" group so that my regression estimates are by Area

This topic was automatically closed 42 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.