setwd("/Users/mew/Desktop")
cat(rep("\n",50))  #clear R Console
#install.packages('vars')
require(vars)
#1
da=read.table("m-unrate-MIILIN.txt" , header = T)
head(da)
x=cbind(da$MI,da$IL,da$IN)
X=log(x)
rt=diff(X)*100
colnames(rt) <- c('MI','IL','IN')
varfit=VAR(rt,p=2)
summary(varfit)
impresp=irf(varfit)
plot(impresp)
#2
da2=read.table("m-m1cnwti.txt")
zt=cbind(da2$V1,da2$V2)
colnames(zt) <- c('ms','oil')
varfit2=VAR(zt,p=3)
varfit2.prd <- predict(varfit2, n.ahead = 6, ci = 0.95)
fanchart(varfit2.prd)
summary(varfit2)
impresp2=irf(varfit2)
plot(impresp2)
fevd(varfit2, n.head = 6)
predict(varfit2,6)