CODEWITHSUNDEEP
rtime-seriesvar
Enrico Forabosco
Enrico Forabosco

Reputation: 33

Error in R trying to estmate a VAR model

I get this error when I try to estimate in R a VAR model with explanatory variables:

est<-VAR(varm, lag.max = 20, type= "const", ic = "AIC", exogen = exog)
Error in VAR(varm, lag.max = 20, type = "const", ic = "AIC", exogen = exog) : 
unused arguments (lag.max = 20, type = "const", ic = "AIC", exogen = exog)

What is it due to? Thank you

Upvotes: 1

Views: 1946

Answers (1)

horseshoe
horseshoe

Reputation: 1477

I had the same problem. In line with @Ahmed Salhin's suggestion, closing R and not loading the MTS but only the vars library solved the problem.

You can also use:

detach("package:MTS", unload = TRUE)

if you want to use both libraries in the same code.

Upvotes: 1

Related Questions