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tsdyn

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Alexander, Matthieu S2

2/27/24

Difficulties with selectLSTAR

Hi Alexander Thanks for your detailed message. Could you please open a bug on the github issue page (

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Difficulties with selectLSTAR

Hi Alexander Thanks for your detailed message. Could you please open a bug on the github issue page (

2/27/24

Yasmine Bedoui, Matthieu S2

4/26/23

GIRF for a TVAR with external threshold

Hi The second message is simply telling you that this is not supported. For the first error, can you

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GIRF for a TVAR with external threshold

Hi The second message is simply telling you that this is not supported. For the first error, can you

4/26/23

prasad teja, Matthieu Stigler2

1/2/23

Non-linear Structural VAR and Impulse responses

Hi I am sorry, SVAR are not supported by this package. Best, Matthieu On Monday, January 2, 2023 at 9

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Non-linear Structural VAR and Impulse responses

Hi I am sorry, SVAR are not supported by this package. Best, Matthieu On Monday, January 2, 2023 at 9

1/2/23

alexha...@gmail.com, … Matthieu Stigler10

10/6/22

Generalized Impulse Responses: Feedback on user written function

Hi Giovanna Thanks for your answer. SO there are really two points here: - write code for regime-

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Generalized Impulse Responses: Feedback on user written function

Hi Giovanna Thanks for your answer. SO there are really two points here: - write code for regime-

10/6/22

marion...@hotmail.de, … giovanna ciaffi5

10/2/22

Generate GIRF for a TVAR with external threshold variable

Hi all, I'm trying to estimate a TVAR with external variable. I'm be able to estimate the

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Generate GIRF for a TVAR with external threshold variable

Hi all, I'm trying to estimate a TVAR with external variable. I'm be able to estimate the

10/2/22

ec.o...@gmail.com, Matthieu S5

3/16/21

n-step ahead forecasting using predict_rolling in R

Hi Matthieu, Thanks for the hint. Best, Eric Am Di., 16. März 2021 um 16:28 Uhr schrieb Matthieu S

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n-step ahead forecasting using predict_rolling in R

Hi Matthieu, Thanks for the hint. Best, Eric Am Di., 16. März 2021 um 16:28 Uhr schrieb Matthieu S

3/16/21

Mateo Córdoba Toro, Matthieu Stigler3

11/30/20

VEC model estimation with constant both in the VAR and in the long-term relationship

Hi Mateo Someone else asked the same question on the Github issue, let's follow-up on this

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VEC model estimation with constant both in the VAR and in the long-term relationship

Hi Mateo Someone else asked the same question on the Github issue, let's follow-up on this

11/30/20

Fairchild, Joseph, Matthieu S2

12/21/19

Hi Joseph Help us to help you, can you send a minimal reproducible example? See https://stackoverflow

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Hi Joseph Help us to help you, can you send a minimal reproducible example? See https://stackoverflow

12/21/19

11/16/19

Forecasting TVECM

Dear Matthieu, I am a Phd student interested in using tsDyn to model and forecast mortality

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Forecasting TVECM

Dear Matthieu, I am a Phd student interested in using tsDyn to model and forecast mortality

11/16/19

10/11/19

Standard errors of cointegrating vectors

Hi everyone, I have a question about VECM() command in tsDyn. It does not outputs standard errors and

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Standard errors of cointegrating vectors

Hi everyone, I have a question about VECM() command in tsDyn. It does not outputs standard errors and

10/11/19

Daisuke Mori, Matthieu S2

10/3/19

Well spotted, this is indeed a mistake, thanks for reporting! I just commited a bug fix commit on the

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Well spotted, this is indeed a mistake, thanks for reporting! I just commited a bug fix commit on the

10/3/19

Daniel Oro, Matthieu S2

9/24/19

Hi Daniel Do you want as regressors both thye lags and an external variable, or only the external one

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Hi Daniel Do you want as regressors both thye lags and an external variable, or only the external one

9/24/19

Lukas Wiechers, Matthieu S2

8/8/19

SETAR confidence intervals and standard errors in tsDyn

Hi Lukas Well spotted! Indeed the output is a confidence interval, not the se. I will update this

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SETAR confidence intervals and standard errors in tsDyn

Hi Lukas Well spotted! Indeed the output is a confidence interval, not the se. I will update this

8/8/19

long...@gmail.com, Matthieu S4

7/30/19

BBCTest reference

HI Long 1) Well it depends if you want to test at 5% or 10%, but a value lower than the quantile

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BBCTest reference

HI Long 1) Well it depends if you want to test at 5% or 10%, but a value lower than the quantile

7/30/19

10/31/18

Running a Band TVECM using tsDyn

Could anyone suggest how I could run a Band-TVECM using tsDyn? Thanks daan

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Running a Band TVECM using tsDyn

Could anyone suggest how I could run a Band-TVECM using tsDyn? Thanks daan

10/31/18

Matthieu Stigler, hgar...@ubiobio.cl4

6/13/18

Re: Gregory Hansen test [R-code]

Dear Matthieu, Could you send me the program to use the contrast? Please. Regards, Héctor. El jueves,

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Re: Gregory Hansen test [R-code]

Dear Matthieu, Could you send me the program to use the contrast? Please. Regards, Héctor. El jueves,

6/13/18

Matthieu Stigler, … ahmed shafiq Joyo4

5/17/18

Dear sir i am working on price mechanism too. as seen in literature before applying TVECM model.

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Dear sir i am working on price mechanism too. as seen in literature before applying TVECM model.

5/17/18

Betty Vel, … ahmed shafiq Joyo3

5/17/18

interpreting TVECM, 2 regimes only ECT common to both regimes

DiD you run sup-LM test before TVECM ? On Saturday, October 14, 2017 at 2:27:21 AM UTC+8, Betty Vel

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interpreting TVECM, 2 regimes only ECT common to both regimes

DiD you run sup-LM test before TVECM ? On Saturday, October 14, 2017 at 2:27:21 AM UTC+8, Betty Vel

5/17/18

ahmed shafiq Joyo

5/17/18

sup-LM test in TVECM.HStest

Hi, Matthieu Iam new to R studio Iam using TVECM.HStest to get results for sup-Lm test. i have

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sup-LM test in TVECM.HStest

Hi, Matthieu Iam new to R studio Iam using TVECM.HStest to get results for sup-Lm test. i have

5/17/18

S.yahya Abtahi, Matthieu S2

5/16/18

Granger causality

Hi There is no Granger test implemented straight out of the box, but as it is usually testes using

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Granger causality

Hi There is no Granger test implemented straight out of the box, but as it is usually testes using

5/16/18

Francis Tsiboe, Matthieu S2

4/29/18

How are the variables treated in TVECM and VECM treated

Hi Yes, indeed, variables are put in the VECm form for estimation, as looking at the code of VECM

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How are the variables treated in TVECM and VECM treated

Hi Yes, indeed, variables are put in the VECm form for estimation, as looking at the code of VECM

4/29/18

Francis Tsiboe, Matthieu S6

4/14/18

Parameter combinations and hypothesis testing after TVAR and TVECM models in tsdyn

that sounds good, note that: - don't use check=TRUE, would return the original series -y'll

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Parameter combinations and hypothesis testing after TVAR and TVECM models in tsdyn

that sounds good, note that: - don't use check=TRUE, would return the original series -y'll

4/14/18

Aboubakr Med, Matthieu S2

4/9/18

Problems with installing tsDyn package

Hi The problem seems to come from package tseries, not tsDyn? The error arises as you are trying to

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Problems with installing tsDyn package

Hi The problem seems to come from package tseries, not tsDyn? The error arises as you are trying to

4/9/18

Laura, … Matthieu S24

4/9/18

Impulse Response Functions

Hi The function GIRF is specific to the TVAR model indeed. I am not awatre of GIRF for DCC-GARCH, so

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Impulse Response Functions

Hi The function GIRF is specific to the TVAR model indeed. I am not awatre of GIRF for DCC-GARCH, so

4/9/18

Zamani, Omid, Matthieu S2

3/12/18

I got a package in running

Hi Omid It is difficult to see where the issue is, in particular it does not seem directly related to

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I got a package in running

Hi Omid It is difficult to see where the issue is, in particular it does not seem directly related to

3/12/18

Prasanna, … Matthieu S4

3/12/18

Error: `x` must be a vector, not a ts object, do you want `stats::lag()`?

Hi Alex Thanks for the feedback on this. I should indeed try to correct this in the package itself (I

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Error: `x` must be a vector, not a ts object, do you want `stats::lag()`?

Hi Alex Thanks for the feedback on this. I should indeed try to correct this in the package itself (I

3/12/18

Alexander Haider

2/15/18

NLS routine in LSTAR function

Hi, I was studying the lstar function in the tsDyn package as I am trying to understand the model in

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NLS routine in LSTAR function

Hi, I was studying the lstar function in the tsDyn package as I am trying to understand the model in

2/15/18

Paulo Brigante, Matthieu S2

1/29/18

response impulse function from TAR

Hi Paulo No, there is no such feature, so far. By the way, are you aware of any IRF for AR in R? Then

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response impulse function from TAR

Hi Paulo No, there is no such feature, so far. By the way, are you aware of any IRF for AR in R? Then

1/29/18

K Andrew, Matthieu S3

10/24/17

About TVAR.sim (mTh, thVar)

Dear Matthieu. Let dataset be Y = [CI DR R] and Thv = Threshold variable which is moving average of R

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About TVAR.sim (mTh, thVar)

Dear Matthieu. Let dataset be Y = [CI DR R] and Thv = Threshold variable which is moving average of R

10/24/17

Héctor Garrido Henríquez

10/2/17

Estimating VECM with restricted cointegrating vectors

Dear Matthieu, I would like to ask you how to insert the beta matrix in the lineVar command of the

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Estimating VECM with restricted cointegrating vectors

Dear Matthieu, I would like to ask you how to insert the beta matrix in the lineVar command of the

10/2/17

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