IRF Question

[Fairchild, Joseph]

I have a VECM in which there are 2 exogenous I(0) variables.

 

I add them in the VECM function and the model estimates.

 

I want to create impulse responses to these 2 exogenous variables.

 

The irf function generates an error if I include them.

 

Am I making a mistake?

 

Thanks for your help.

 

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[Matthieu S]

Hi Joseph

Help us to help you, can you send a minimal reproducible example? See https://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example

Matthieu

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