Open pgg1309 opened 2 years ago
Hello, I noticed very different results for R-Squared when printing the results of a restrict model. Looking at the examples given in the package
restrict
library(vars) data(Canada) var.2c <- VAR(Canada, p = 2, type = "const") summary(var.2c) var.2c.restrict <- restrict(var.2c, method = "ser") summary(var.2c.restrict)
It does not seem that the summary(var.2c.restrict) gives the correct R-Squared statistics. Is that a but or am I missing something?
summary(var.2c.restrict)
Thanks and congrats on this very useful package!
Hello, I noticed very different results for R-Squared when printing the results of a
restrictmodel. Looking at the examples given in the packagelibrary(vars) data(Canada) var.2c <- VAR(Canada, p = 2, type = "const") summary(var.2c) var.2c.restrict <- restrict(var.2c, method = "ser") summary(var.2c.restrict)
It does not seem that the
summary(var.2c.restrict)gives the correct R-Squared statistics. Is that a but or am I missing something?Thanks and congrats on this very useful package!