From d81229350641305ba360b18e0c5b9292bfd0cbc6 Mon Sep 17 00:00:00 2001 From: adamwang15 Date: Tue, 16 Jul 2024 19:25:49 +1000 Subject: [PATCH 1/2] remove oil data --- R/data.R | 22 ---------------------- data/oil.rda | Bin 13318 -> 0 bytes 2 files changed, 22 deletions(-) delete mode 100644 data/oil.rda diff --git a/R/data.R b/R/data.R index 668b382..d72672f 100644 --- a/R/data.R +++ b/R/data.R @@ -1,26 +1,4 @@ -#' @title A 3-variable oil price data, from 1971 to 2016 -#' -#' @description A sample data to identify oil demand and supply shocks. -#' -#' @usage data(oil) -#' -#' @format A matrix and a \code{ts} object with time series of over five hundred observations on 3 variables: -#' \describe{ -#' \item{opg}{monthly growth rate of global oil production} -#' \item{eai}{monthly index of real economic activity} -#' \item{rop}{monthly real oil price} -#' } -#' -#' The series are as described by Antolín-Díaz & Rubio-Ramírez (2018) in section IV-A. -#' -#' @references -#' Antolín-Díaz & Rubio-Ramírez (2018) Narrative Sign Restrictions for SVARs, American Economic Review, 108(10), 2802-29, . -#' -#' @source -#' Replication package, \url{https://www.aeaweb.org/articles?id=10.1257/aer.20161852} -"oil" - #' @title A 5-variable US business cycle data, from 1955 Q1 to 2004 Q4 #' diff --git a/data/oil.rda b/data/oil.rda deleted file mode 100644 index cd1e14ba6360366a70ab6642283b7be9aecea8c0..0000000000000000000000000000000000000000 GIT binary patch literal 0 HcmV?d00001 literal 13318 zcmV+hH2KRyT4*^jL0KkKSz_TPmjDPPfB*mg|NsC0|NsC0|NsC0|NsC0|NsC0|NsC0 z|NsC0|Nr11|1Vm5ymtG%p0`=$>pkyX?VV2(HPWqY*yp>quXk?d_cy(rEZ3dBb?>`( zpJ!h~eDm*p-*&yb-p;;mefJ*j`?>agZ@c5%zSDNF_qV_(001<42G|#;TX^rcc>qf^08G@gXoX*Nv+@e^uzrqMLSp_NnoMuw9WKhs3?4FY3LDdfqGDeX^5qtT@F zntFy6KU2i@OfoRk(UVMuDt?EmpONSUG^go|nM_Y3MyH}-pwX$CnFWWoum zeoZuEQxi&WOq!?VHkzm8#M1z3X-{GeQ}obiG{_A#Hm0G}^b;8k8VQC$HiBYeFlf-w z(9mhlLzPeeTcnwU+ZcuhT1(+D*-Qwiya8Aj3(PeN!wfK4?#O#>#HX^_Y? zo{b5bGE6klk?NaFjWp4S$ex-SVj7qkOqnof%55?XAkZ>s0(wtL>8awIAk!c;Q_T$w zlh9*Bs~X?Up!3;>$jZt#lA9Mv006AK z{;PvkYhVqd_&|j4tbwC1Z+nJjv@xak*N+>D35j3Mu(CJFGmZX6fSl0F&&QB!Lu3Hf zR8ykh5FjML*lSL|t+Sw&r6%VW*jvEzaxSI~;GvZmk?A_d%=21uUEP}gG`(Ang3aBI zpPI@DAo3`EO3%`ltied~fGafb!s+)TNap(tuOceZEg`)USP_l)AD%lOK3DR1C7_EW zeud|WHW@d+=g?!4GCyDTls?lG9?@D`uKmm7-i9^`2{@y1*$+f zW49#IY|q7W*fiT_zwJw_lNj>K5?A4V8E^Px+njDKyn_O^xayK@!5BpkiMsE;ojbij zb#A`Fso-})gaVfvi{*@uh$uLn<`<|Mhfm;Kq{UFv0=ro^BsT6a7}(!pvjluJH04ir zlF^{HLA7a-uOOuYv;&Gq0YbJ9y>oKp`G0p>(l0JkcU>p9VOQ%TsXr4WKqqmvo8wK; zKQpdl!FP0bh<7xopxSgvl3Pg>QJWKq<@+W*cSbp~^KQM_6}50T!I}>(yX~|Fywu3q z*)1DBRU~rth3gq6{o{mO$oE!h#nEV+Ed^#J-A6b)}J2c4v z==^9H$AJ9g2x=^3jhHC5Xl|GwF;VIvYnJQN*$IWNCo<`@D-->JcWKo6!XR$6{HnPua^^tLLk=QWNS z3T8ZKwKeGzQU&L4Ad+oM{iFKoua3%%J7a1f%&{H%M zE@lj4Z{o#{kgKpL!c+IR--S+wgn%l(ucSQA#>N&OpI*{S-JP z(LiR%W>_9m#|Yt~l^YQ-9meOqcyOgV;_eEP6UY(Z-Mf+kJhcaSGY-KB-D#7niYj5Q zg#)xo${uZupzQq0v(LCo6(sb3b4)It@@qXyZaDmp%T4L-)`vSN`3XD5>l z@v6*3fin6gXV1$m%fLMGzW#jVrNRZBBlhW`(8kIXiXE@aR=)IWfcS%`<-e~x&i8wK z&PutgL^3CWuls0&Z{_M`mcVovTtc(SU>r8zPXU14OiS9`o7O{l-j%fHVD50NYLv8D z7QaXtGFMx*WE{MxD3gVGyX?AA%9*nuM9^w`3!V>`iTQTwOS~qglQoadZr{Dhmh$gv zFVY>MrRf!w2=KdO1zXn{I)PQmK0xs_{=HN0aiZJ&{bc18?a(R21HIu1w5Gvy#Xjbl zqhNvwO`44RV(j=U)I9mb>I9f{EAQ6XtJ|e!d#jju*`_og{Dq%;Tv-`>UR;_BT)&g} z<36Ys7Q9Ocn8JNweBa2;FykY=n$r6{3dxFJq!LvtT07FX^V9ZweEYmQ`inn@Bv!Ys zVj(LF42GjS$3&9da_0grIOmAFJxiIsK6VduMPZONz(cplqjD&xRy%g1y>BfSF=~+bd#}#_gBxT8Pe!F51aLfBk}Rw#@H5 z@fgXq-A+y30s6D7`n$xLfv!P}c-G+^N1iA7L6n>0h=Pq0fXAoQ_g2mkXpZAH#W|5T z6*_7S+CCWdrCbnDFYpV3_QmeXTfEKZY(GrKS3OD80F{(SNso0)4L~r?vp|f%7Y+QE zHcaK1RT)QMe!qVLEuUASCPZB3a|^-!AC>VAJP}~)NI=3{{#@-{mVVi$?so7X_Z_O* zdij0-hfWpRgPaEN@(5^}7hWD%Yi&3Yevx_$j!%K>WC_Z9R0_!EwL~2)z-3QuI-lK@ zvNC>uk(R)gWLA|RV`cIq8frOrCono-BMI`0FFjy@i)OYyplx{laXv~c_lBnt3u97h zWyN7vMQ32TqYJB}$jAV#+%g9HC(i9PK9bUzy_Ua0nM>J+_vHC1J zO?%2L3HS3|PwbEU{S=Z#?dZ)v6K#LhE*X`&^|$!}Kt zIf|(7XWVAQc1BYOy##-a=h-+$x7mDP{HNNE@f{_fg(jcagE39_^*2k71zUN!H#DZd zYj?}Q82y?9xm8^S-`akdPN2;&?tw<}(zjfIZX$JSlNN@!#!Tm6Q6NfPD&MXw5fZG= z6|QgxX`og24k7S(S-D&PSJLf?RyS5$Wo%E@VdK5NbPOMGw;Ja6`<%%`82;Hp-tn}X zJXPqV(Lw7p9O1uvL;Cl?LhkSJSqERuzRlvU$nwhIStLnBkW19X2%oQL!e(4{UARD_l%NfF`gZ2INb5DI`%ZfX86s6h zO>08)s*97qJ(Y8nI+o=f0JpKgRR4dHn-}=~oulro=?OEy9b4NBZfyd|$HSHY`idSZ z{Vr)?s&8V4@4hf5XGb<|MQBdkX&<289cag(e?3ElZbYyZp(fJe6vI?190P_)3 zH&h8VFYmV(V5Pi+QZFOczid|{S~KTKinK=;7rIHorgmaV{uRLUrcbp}|RC1<})zt*B8am@||?X?iDQuFHP!!jQmwUuu5oYgGv z`p9;%7J_{No}q5pBJhWg+FEr}s`ga+gStt!+g1Tt<#&f$fMQh*8S3lRSHTPPjv=(#bB|Lq|nrIxag z@CkM~G7SA=y-_kp<$}P?gZ`oj%}68kZgQBp15VK~rTe4)&mskn2qTUNx7tkJqA zBv}bK@pW0P{X-r}S_5M3V$H0rKQ|0cwn071ONG|c7|?|?$kbO7>SPHRS7K)3@3@%c z#Y!y93{cjl{#(-A$I;HTtoxhZfc{a1`)>_?$g5?SLK&`1-G_3S$AtRMTz5Ivc+7IV z!W2BwZ^jEXTS^mZYaC~Yu86*EQhhJ6xA;f>y=G%yppMaAwU4057>*7*KPggc9;$U8wTV*@CpAJLi#OvB!L#`o^$iLKPmt^qr;Bws@OgG(PG7(bHc z@%i;DM>`DTRqV3Tn)`z*h@4sPmU5dR16Y4!lJxD#om)l~@ofNvKl~NwkA{Y9`keRT zqe+;h&w|mrNnjbXFN*ggm~f-I(5DG>8J(t^@1w7be9&x>4>~`?yqa^dlaoT{?`Aza zz$+pvdjI8{Z{pmp`%pEa$y9ad`mGDmn1x|Sjg-LAz(9&8hfp?$kgR$N8Q=V!7f;^@v)Qay9(f}!F^JBqjk0<3%p!oZF z2m5zrU(xQMzFu9_A|5gX)kei%jUZ*|UT6@Ac|GP6>g_?>jdw06AJ5_9Ev4UyW6|T0 zz;Sy)t7Pr1ojHc+uc$h_$sVgl6AO;{ByH7G;ZejEO2K2Z6{)q8?jAZgsZVmQ z5h9IV&qKIwU8>r4HDi<4Aw}3r*Iayt)oNAQ{PLdpNt?o`F!A4%Q&opDV}y)6EA7}e zC|vf{I@QcA(H&P)`O>i0a#Vi%&{PFLEoL><+m9uUJ~WJ&mQ~V zCuhGD@u7nUE!%ppNMMavuq!cP!rtIgEz@R7;vF#qMkixP{VJ~EnK9_E8fjrGJ+Dse#`=)KGe+3{ue%Uo9nDQ1?^fA1@CidYyCb%dzNFla zQ&H-*?d;U#HMCO5dBF+n0=}<-sA)YD)djzc^foR~vZ%AU`qyhpTpjcb6SeeC*1NF| z!AT2Dc!r$@Sbo|X)iqV4=3qzQ{)z28oh6%%6(cf+d~5RT${dEdr^YiN^cv7Clnj@q zmEt}5{DZ#l9yVl+3Jiw;OcYs|^qArfF zhQSLRgtxxF&r2@`99d2L-~izMB`eIxU3NV(hB0L$J7i z?=tKurN%k&;4y;1$s#>O5EnFqG!KjP5`rjp_Ai>iF)37ZV_KkJ_QL^3@^HtWypGM3 z?1|x_M9}eicMwGHlNRsvt{C{Bl%VF(=5V2Z}`wdbyLS%0!-4Fb?`=d z&lybCTDr!wc7BflMR^KLqF7o>4!Jslz`iBD32epI*~d>;tr@{ckN216puZ>TKD@6L z#qbKcSY%dKavrXo$0xF{f1bz#lVA5sg^(v1~HXr8|D`HeTzaM zk=ZYhhP;r#kM_|o-~ng?#dpub@R+qD4Q(PV;*>tLeBi>D4I1Xj?E2nz%$LMk$~Swp zX+hSY1r@M9y&S#%@5gAZg-e3zoi{qP-xbx370l)AP@0FE_{9=qjbXIa-_Yh6zUKuZ z8QsrgQ#*>HoF5;vfQBs~i>Oj!(0Qv@D)inBfq5HJs$F}Z?epOtJ zJYOde*v+WSb(XDmkt3w>8bxTOavb>8<(j(rcKIGcHL@zW0uN8y+y2etpixy%K&PAq zt}iI7s)zK-dxmp)bFZeQjw;as0p5}I=%aB63FQ8BcnqnO7!OLO^O=G`ecKA6om#UCv`uThi%TdO>@i2hnOlU4d@7 zjg|oTi!S|B8CX4Pz{V9caHEq-+SC4h9};3J7csI>`>$RGj=Xf1c-C1#=}0zDMs1q* zPn5^6mS6$OwI0;5n7}?rFuun(9PX-R0^nYnklW(|60sg_-DH@=MVOS%7MfBA2<{5< zW-*i~1sGEJjtK&9tg3L%T?)&$n9;qpAr7y|7z=a;KWW7+O<-aBk|Q`(Ofe~(CP-N6 zE2-UE+3dkXCDFygP$5?Y3-io|N|S|JJ3htj&NPT)e?>*I(9xOhz2KqsH!~N6-p$YU zvec5NZBdeIY`;_FMROt!Lm;cxIjZMgaT*#JBt~P^N52Y>?)0^xw%1_BDC?8Y>UWE} zU0I+VOBW3u;^`Vh9B@B7I#&&TOE@gk23lDM?yD8cE{mAuIG}DW2-dCCN)G8W?}E1_ zQl=^URdR|UzAfyeELt1lQH5$Wmx^VTTXRYka--jc!sJNRj<=^~j}8YXq4C;2j}{q< zq&GvYdr3(+7wQXGswTpNl63bweAd;o0P97mRcj@EQH`g-vNDqP+F1&r&`51wm;A-%;9{X<6cc}&M z`Ht-nVV~eA;xWz5s^R(^B>O{6MOXJGOz0bW7(5l=KWG%AmbH@2Y(;$McfrI~fd%m( zY4~z>=Z4eeq0Bj_rGN71mZz>w^GrjGptu6=+Y<~H} zENi3McBV1d%fCXEU&LOJb0ExaQ*w8&&_)ES9S`GVJEPky(Wrx^H0HdrD~0GwP567 zGEFw8b(2lQTHgxwy!$bW`^37P+iEan+KMNQxEzjBl{?Ztox{R)7N7(6bJ&5 zJ~1|kEXbdMwVGQw6xpPpYAq4mx~!!d!+VzhG3=QSZQ3KxHeNrw=#cLx zpvW}eQ>}OkyNvVlbCX0WBX*kHVE}q&TSHWYFY!NNN7{i}KDWBfo!*F%4))$@5_p=KN|$&k`?%OML4at-Fs~DN;DC>n7u+%UI;?!zP@X51@QVPRcx4sTH}290 ziAv0fE+Vs^2cX*CMOw=PxmVam`Q=!Z<}PT*^g@vo;|sVGSCSWJq}zvGUG4G$c_$Ck z2`a*I)%)^~IbE&IF8y_zXE4tWA7SAi1grmSZF%fCW_R)OR*@TU)GMtJC?>j7GMy{` zvyl7QW6=Zw;-Jg^^_8k+`Rp%S=LAlcY*ZaG?Zp8(AW5b{^EIN|b*)!}Y@=hG`O2ga z<%<2YDuZeG-er|3!Ae_!;yJ7CWyr?onHe>Qrpay%z32$$c)i%kZ^^VKvM?W&>6h>= z$V$6q8d$2d`dcTdoGpslkdnVzYo?906H6TemgB9zKvNs}M4?8vU;aW%tn99Oe))j{ zfy=r*W7IA~g(SwP0sTTOz_=Pi{>pOT%`PD*kX!LTsXVr!37Yv4Y@R@hpoICy^vyyE z_2=<9=06~%kgZ*uhv}sBuB~DLleG~suaNzIU~;R z*l)$wR zt1+v3{`TzdJb`C5XM%}q9KUdg=mrzyOMdG=+c1;_ktRa1Y2->z<>@}vy@ z_DC|s`$EV@#`6zjcN@y!88ZI$n2a*hLRL#QXtEW4??RfYOnn7z&>w#cFr9JpYs8)s z%1f_zfTX%~E1UscHpt@;vf z;+1}n@=11dqmueWT&5WU(xSMaSIgyT!LHYeX*w8S9Gb(!_o8GL)*>re!vlOat1O#! zFDYx4^2=(h3hLtyGU5vptQ)fDzW6{)&9f`q9;RWeaJS#3$62DSU<&ZT zERXFRT>-@)c>>Q+E`d7hAQ4C-KDalwpAxtSwno{gGRlmgab9SA?aYrC1}TH;1-iJ% zJ`M(@&MjYbAd0r*XhF^36hm%0*$1QSMBV_pa?ENan=|qIhvsFxc0K`Z>%l^)f`xS` z9&@M_l#;%-#}aT9k5WAqnoV+fI8v|8t{*3FBatncb^X+IvLnc1vtsGhH<5VjKvL-W zh)SUB1a|sGxlABWj0Ci_JmpLFzF$`38r<0xcWD!9|B$)h)>ul5i9!`8Gf@fEmJOh^ zT*Fi@b8!eic7`~8Lsx6UqcM1`LY*)}u9N~%%aD5@kN3>_eJWmrdEgKbn-CI!a`S{G z@J!!v7P31?gmbTgMs)>ZT37>Tf=lD@)manYwpR|CcXxjKiYR zxS2dfigbro1ZB!^GpL(VOVfV$J%;~Kj|1GI1tptTM8t5APMm8AnUcw&0nwA4Kl|Zc zZh>;k_*xPLaW+)N`B716&CbwA`;2pKo>uTN)(U$WJqsCk`r^EM92{G*SpSSKQw`g& zRB=;Z)-9e9!=s`oW?s%Non%@|=EUmQK#V12hJHR9f`;4_cn}L%D3wrLgmooyKsIhU zy865%=xWtLXlsJs5_~uc1kR)EhTzbk4Om%87@pGiXAEQ*mS~lDC0k2$po2+iNtOPAW6af-6KpAHQQL z#2otypVYJnWdFxO2w2w$3ngy`pw-2Mv9LU^7(j|7lsTQTMd+r{Kd19|ro-<_%0AX& zb0A!Wom$)VJ6lPDX1I$lODik!FYEaBN_}+RqiMA@2!l+otFe6IS1xt3;b6mDwwuOu zaDLopP(-_Byr&8GO_|i+WKaV1wi&lOn3qALQmmiqa#Cs(eX5yMC{h!Z|!842yenB-iWgbB+l z9>V++JPCSL&0n5eO~xFh5!7t-uVH%*L!sKM{=l(Uy^6j$5sU6Xd+D}6svn>ZZ6s_& zfq~EqU08GrizU);!Jg9`a5ko6Xd_-XzVL{;Or79nfQy&dg0?ymVU^SqT}tpH>w0?E za8k|@8x(9xiac*2pPEpJYZmqbpCnFQ6@}N>kx6>aAX2o@fdLx^doJo|D%07Xww-+P zkUi$h1eJq--0$plr0FT|Yy*#!u!8IMbxv4|<|s9aJM&eijybTQe0-JJyb;8;Qk3hFne$kigbmY4|)3rU_bx#({zp z*sh{tehM-51HRZt#|hr*zlKlexa^aZ2uaFI<|Eb!_r26dqft2rml)q!#gSpD`gWTkA9Y_Cocid8j2qi-V(R}%U7IoMI|d>QL{siD{10=1mJ z6JmsQb^-tNuE9*QT5ht-UrNO#05R zog`GQxcF~s*>`H}Q6<2<>r7i$PP@D(VyZt6F*p~eZZ+D&C<`q$+UHP{>P zoeaJ@CGD7p-lBY=%PUn~=wa*AqFzqVLYjEjm`pv~Ymh^#~{cqm9AC9o7Oi9Pl}9EkyhXq|L;Z=B-fKme?&Y-=2#aF4kMtxP(J zmK1P%>Dem~9;x=wQr9SU49tbK?v<{&STin<^c$=ph{`>}nms}Uo5JjYxjEu|1RbTF zzOv|qWK|^Q?TqfYbnh)HW1yF}_?5v9C~NKX$H&D--`|@6(eZx=LWQ?kQx^*Od=>n-dPd%DV z7;VaT9g8fD2e$C3N6$X^)Wd}tKi|k!A*IzuSfgZiJyxOJ)0dKzOe&T2y(WE4sG;AQ zW*_c78o`8g*=OutZ*+{lrRv|ZS!i$J8&{4(zVr8b-916b`XJH4)zoaTI@Z14-<8;G zH9w0(3vh+5O_(lbbvZE1d2-MA=@k%mcHft+t3q&9aMVEUe=`xWD7}tAc%jN7+b1lJ zH?q&___HdGg@?}8S{?!oi{C7Yi!oF=9TnUbCLV;zv&{oMwv~H=d-;0LiKUj1cHX)2 z!t(G50=&)=K{OHKGR>R4@TtWaFdH{GD%ScL%x%a}`an-fA_V>Z7AJwofh{qA9doth z4~swZW$pWVAt^Ac532~S%kUH5`gu3{874!!6|aiZamQ_QQz&oE7lcofbVuY-UczhK$ntLLnb84DC`Z8CPbWoF&vzIj~k(g7b!iy+7r|lfLpc8RU zQz_Y>`R*Hl>GnB>^%IA%(q)}^ig(JL)mRWh7;W@1u^wOG>m-;-QLZ9AEFJ0O&7ZYP z+>O7dx%yXKZc7+~#B>D*$h^CkIUWb~DBQ1gK1Tuhwi5$^Rk~rjak1VjhCupKlSMMg z!}2311M-csL>ccs4ZP*VA3MWSLaA6divAL=VX^)aAz63xbfPF*k}ki=jDSTA$h5fJ zzoFiuhN2X}UO6?roE{YK;&6K*HGM^eoVxkS;klNoSJpl8$5F2BStj}^i&s$Q57iiT zyi)96?}^?puv41PHsN02adryJpLVM#AYi8)DQkZXToKU_Kz@WJ*8Eb(Jd^{3CJ%_* zWQYod5goHm8WTs)u!NgYoN=Qoq`%d$g+^s73Lk^U{>Hg0*Jan?Siu}VblQvMn+WoP zG`P}~1Sr)^O1I)UNv43qXp1&&;FfZCcK~E=L!uD-jcLd?oBggR92@X_++JwsWAiV| zBa*=W-4y}wRtwT$Og=9Ao)ImhwCsK&v+3DSuSUS^VhGcak;Ib{q5KT?Pg?oxN~i3c znX^_kJOozj(e@Z7N?Kq$#hg?E}V}K*{HKE^9C!1MY!0GAS z)5MB{Yo_PNX*gT-lN2<>CuoL}$gVp(?v7bU9YRG4uEtQ?EJRDPYy9a+51|x19xX51 z9n5%RfoYUVJ?&NDgcvGeOMLYr9+B)%9SwP`$^_t%>|b%UML4+#5&M@(tjVuFD#fN& zm1nsisDF&rof*)@9FmhuX06Kc8y=e6~?V>#XM&y5dV-u_Blpx1EG&#Q;P_=JC#- zW<63t+nY7FSC(8pK8F`K^Qy_TS+Iw>a}i(lSL3XOKhd+j4{LWgJTyT;^*07Rxd~tX zL>SxQ&$|<3&O?umn5H*FuL6xd41NZTPn+RVanFq#ab`)x!NmfAo zYNPz^eY|In`GBD|oE@wIe%nCdjMLY;H%7}GqXMdC1h<#pXAs%mHsf#Rl;+&`kX|4dx#;LDEgG-l4O0lAKlyx$(L(nViPYdP@Ow%|Zy9A*afgK{kATbn$#iMa z)o^eggQ6`p6z<0PoCq6IZqdOb)5j7)+@HA6K`lS8@?4NX4fvta^8DgVanjJe7p{s= z^JxCN=5KR~JJD3Rv$fPmACqU4E_<+bdam{K&)5C8^8wL47V1!-x5`U$ytJAyw_=1- zhL7rE2snracvaR$6%h(r?ib$C>@J9Kdn#@W~sr{0lb1 z+le>ZKt?PVz2LdzLK;z*kMOD}TW1mIhUQ%9wjj=^VU=(wjX-xjKMY6$r|lG6b3*ev2mdu8n~UZhp~Z&8_!aimIB-wvDeLbJ z>$AMSEN-`lrrIZ3;Uj+l#K5nrT=>2if#4wkZ@1D#!O0Z%UrT-rIyT7>@Q_9SiyU30 zlr8Y>96V3@q@c$O92V+d?(duNs&yFK% zVzW9Fy5S|kILgVWM|XPmqG?SbK%yMH_Qd^Iv(WMYdA z=!o3?=%qf}Q7DYC_R=3g8RA?QLxKsLnXPL z2FjwjFCsdzj$-Bqr(~9HVK2rd3OMo0!0clf@6IQrD)lo+vPJw_nVRIPgIZr)-E+^q zWy8>F>$Yw{IHYiLXoAA-t@xb6k8LTMx`H=CbxsC0MqMACslCg%(1cCgah3DaEFtF< z;KnsNh`-N(lJEW4t!uBTk#=xbHI!l?NgKtyH~$` zlsux1T{oy!_Cc6^!mP+T*clsX7CXNFY02bdXL4OQbyBl3LVhPVt7+YN?@vfvAV>oKIq#*Gx=V7n6f?V*C4{U$TJ~ta(=xu zjH8F<}QJGO17D#vpcN_<b5;ZKgA?1Lei5qb60ZXFA?e3Rh{qP{oty>t8}dUp6gDo?QGZd4S Q(I5O>$rRy2L5qZ%T-l#SK>z>% From 4c1e09859bdffda3c90f0a86b62cde671ed19548 Mon Sep 17 00:00:00 2001 From: adamwang15 Date: Tue, 16 Jul 2024 19:58:53 +1000 Subject: [PATCH 2/2] use optimism as the default example #33 --- R/bsvarSIGNs-package.R | 4 +- R/compute.R | 48 +++++++------- R/estimate.BSVARSIGN.R | 15 ++--- R/forecast.R | 17 ++--- R/specify_bsvarSIGN.R | 62 +++++++++---------- inst/tinytest/test_compute_fitted_values.R | 6 +- .../test_compute_historical_decompositions.R | 6 +- .../tinytest/test_compute_impulse_responses.R | 10 +-- .../tinytest/test_compute_structural_shocks.R | 6 +- .../test_compute_variance_decomposition.R | 6 +- inst/tinytest/test_estimate.R | 12 ++-- inst/tinytest/test_forecast.R | 6 +- inst/tinytest/test_specify.R | 15 ++--- man/bsvarSIGNs-package.Rd | 4 +- ...mpute_conditional_sd.PosteriorBSVARSIGN.Rd | 8 +-- ...ompute_fitted_values.PosteriorBSVARSIGN.Rd | 8 +-- ...rical_decompositions.PosteriorBSVARSIGN.Rd | 8 +-- ...te_impulse_responses.PosteriorBSVARSIGN.Rd | 8 +-- ...te_structural_shocks.PosteriorBSVARSIGN.Rd | 8 +-- ...iance_decompositions.PosteriorBSVARSIGN.Rd | 8 +-- man/estimate.BSVARSIGN.Rd | 15 ++--- man/forecast.PosteriorBSVARSIGN.Rd | 17 ++--- man/oil.Rd | 29 --------- man/specify_bsvarSIGN.Rd | 36 +++++------ man/specify_identification_bsvarSIGN.Rd | 6 +- man/specify_posterior_bsvarSIGN.Rd | 20 +++--- man/specify_prior_bsvarSIGN.Rd | 40 ++++++------ 27 files changed, 192 insertions(+), 236 deletions(-) delete mode 100644 man/oil.Rd diff --git a/R/bsvarSIGNs-package.R b/R/bsvarSIGNs-package.R index 375ae82..fa0ec55 100644 --- a/R/bsvarSIGNs-package.R +++ b/R/bsvarSIGNs-package.R @@ -24,9 +24,7 @@ #' #' Antolín-Díaz & Rubio-Ramírez (2018) Narrative Sign Restrictions for SVARs, American Economic Review, 108(10), 2802-29, . #' @examples -#' sign_irf = matrix(NA, 5, 5) -#' sign_irf[2, 1] = 1 -#' sign_irf[1, 1] = 0 +#' sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) #' spec = specify_bsvarSIGN$new(optimism * 100, #' p = 4, #' sign_irf = sign_irf) diff --git a/R/compute.R b/R/compute.R index ea904a5..cea4bf0 100644 --- a/R/compute.R +++ b/R/compute.R @@ -21,12 +21,12 @@ #' #' @examples #' # upload data -#' data(oil) +#' data(optimism) #' #' # specify the model and set seed #' set.seed(123) -#' sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -#' specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +#' sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +#' specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) #' #' # run the burn-in #' posterior = estimate(specification, 10) @@ -37,7 +37,7 @@ #' # workflow with the pipe |> #' ############################################################ #' set.seed(123) -#' oil |> +#' optimism |> #' specify_bsvarSIGN$new(sign_irf = sign_irf) |> #' estimate(S = 20) |> #' compute_structural_shocks() -> ss @@ -81,12 +81,12 @@ compute_structural_shocks.PosteriorBSVARSIGN <- function(posterior) { #' #' @examples #' # upload data -#' data(oil) +#' data(optimism) #' #' # specify the model and set seed #' set.seed(123) -#' sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -#' specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +#' sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +#' specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) #' #' # run the burn-in #' posterior = estimate(specification, 10) @@ -97,7 +97,7 @@ compute_structural_shocks.PosteriorBSVARSIGN <- function(posterior) { #' # workflow with the pipe |> #' ############################################################ #' set.seed(123) -#' oil |> +#' optimism |> #' specify_bsvarSIGN$new(sign_irf = sign_irf) |> #' estimate(S = 20) |> #' compute_fitted_values() -> fitted @@ -151,12 +151,12 @@ compute_fitted_values.PosteriorBSVARSIGN <- function(posterior) { #' #' @examples #' # upload data -#' data(oil) +#' data(optimism) #' #' # specify the model and set seed #' set.seed(123) -#' sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -#' specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +#' sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +#' specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) #' #' # run the burn-in #' posterior = estimate(specification, 10) @@ -167,7 +167,7 @@ compute_fitted_values.PosteriorBSVARSIGN <- function(posterior) { #' # workflow with the pipe |> #' ############################################################ #' set.seed(123) -#' oil |> +#' optimism |> #' specify_bsvarSIGN$new(sign_irf = sign_irf) |> #' estimate(S = 10) |> #' compute_impulse_responses(horizon = 8) -> ir @@ -223,12 +223,12 @@ compute_impulse_responses.PosteriorBSVARSIGN <- function(posterior, horizon, sta #' #' @examples #' # upload data -#' data(oil) +#' data(optimism) #' #' # specify the model and set seed #' set.seed(123) -#' sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -#' specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +#' sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +#' specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) #' #' # run the burn-in #' posterior = estimate(specification, 10) @@ -239,7 +239,7 @@ compute_impulse_responses.PosteriorBSVARSIGN <- function(posterior, horizon, sta #' # workflow with the pipe |> #' ############################################################ #' set.seed(123) -#' oil |> +#' optimism |> #' specify_bsvarSIGN$new(sign_irf = sign_irf) |> #' estimate(S = 10) |> #' compute_historical_decompositions() -> hd @@ -300,12 +300,12 @@ compute_historical_decompositions.PosteriorBSVARSIGN <- function(posterior, show #' #' @examples #' # upload data -#' data(oil) +#' data(optimism) #' #' # specify the model and set seed #' set.seed(123) -#' sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -#' specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +#' sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +#' specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) #' #' # run the burn-in #' posterior = estimate(specification, 10) @@ -316,7 +316,7 @@ compute_historical_decompositions.PosteriorBSVARSIGN <- function(posterior, show #' # workflow with the pipe |> #' ############################################################ #' set.seed(123) -#' oil |> +#' optimism |> #' specify_bsvarSIGN$new(sign_irf = sign_irf) |> #' estimate(S = 10) |> #' compute_variance_decompositions(horizon = 8) -> fevd @@ -365,12 +365,12 @@ compute_variance_decompositions.PosteriorBSVARSIGN <- function(posterior, horizo #' #' @examples #' # upload data -#' data(oil) +#' data(optimism) #' #' # specify the model and set seed #' set.seed(123) -#' sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -#' specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +#' sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +#' specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) #' #' # run the burn-in #' posterior = estimate(specification, 10) @@ -381,7 +381,7 @@ compute_variance_decompositions.PosteriorBSVARSIGN <- function(posterior, horizo #' # workflow with the pipe |> #' ############################################################ #' set.seed(123) -#' oil |> +#' optimism |> #' specify_bsvarSIGN$new(sign_irf = sign_irf) |> #' estimate(S = 10) |> #' compute_conditional_sd() -> csd diff --git a/R/estimate.BSVARSIGN.R b/R/estimate.BSVARSIGN.R index 0035070..1e87078 100644 --- a/R/estimate.BSVARSIGN.R +++ b/R/estimate.BSVARSIGN.R @@ -75,20 +75,15 @@ #' #' @examples #' # upload data -#' data(oil) +#' data(optimism) #' -#' # restrictions as in Antolín-Díaz & Rubio-Ramírez (2018) -#' sign_narrative = matrix(c(2, -1, 3, 2, 236, 0), ncol = 6) -#' sign_irf = array(matrix(c(-1, -1, 1, 1, 1, 1, 1, -1, 1), nrow = 3), -#' dim = c(3, 3, 1)) +#' sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) #' #' # specify the model and set seed #' set.seed(123) -#' specification = specify_bsvarSIGN$new(oil, -#' p = 12, -#' sign_irf = sign_irf, -#' sign_narrative = sign_narrative -#' ) +#' specification = specify_bsvarSIGN$new(optimism * 100, +#' p = 12, +#' sign_irf = sign_irf) #' posterior = estimate(specification, S = 10) #' #' @export diff --git a/R/forecast.R b/R/forecast.R index d3ae6c8..d52c13c 100644 --- a/R/forecast.R +++ b/R/forecast.R @@ -33,12 +33,12 @@ #' #' @examples #' # upload data -#' data(oil) +#' data(optimism) #' #' # specify the model and set seed #' set.seed(123) -#' sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -#' specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +#' sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +#' specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) #' #' # estimate the model #' posterior = estimate(specification, 20) @@ -49,7 +49,7 @@ #' # workflow with the pipe |> #' ############################################################ #' set.seed(123) -#' oil |> +#' optimism |> #' specify_bsvarSIGN$new(sign_irf = sign_irf) |> #' estimate(S = 20) |> #' forecast(horizon = 4) -> predictive @@ -57,14 +57,15 @@ #' # conditional forecasting 2 quarters ahead conditioning on #' # provided future values for the Gross Domestic Product #' ############################################################ -#' cf = matrix(NA , 2, 3) -#' cf[,3] = tail(oil, 1)[3] # conditional forecasts equal to the last gdp observation -#' predictive = forecast(posterior, 2, conditional_forecast = cf) +#' cf = matrix(NA , 2, 5) +#' # # conditional forecasts equal to the last consumption observation +#' cf[,3] = tail(optimism, 1)[3] +#' predictive = forecast(posterior, 2, conditional_forecast = cf) #' #' # workflow with the pipe |> #' ############################################################ #' set.seed(123) -#' oil |> +#' optimism |> #' specify_bsvarSIGN$new(sign_irf = sign_irf) |> #' estimate(S = 10) |> #' forecast(horizon = 2, conditional_forecast = cf) -> predictive diff --git a/R/specify_bsvarSIGN.R b/R/specify_bsvarSIGN.R index 038f7c0..deba0e8 100644 --- a/R/specify_bsvarSIGN.R +++ b/R/specify_bsvarSIGN.R @@ -128,10 +128,10 @@ igamma_shape = function(mode, variance) { #' The class PriorBSVARSIGN presents a prior specification for the homoskedastic bsvar model. #' #' @examples -#' # a prior for 3-variable example with one lag -#' data(oil) -#' prior = specify_prior_bsvarSIGN$new(oil, p = 1) -#' prior$B # show autoregressive prior mean +#' # a prior for 5-variable example with one lag +#' data(optimism) +#' prior = specify_prior_bsvarSIGN$new(optimism, p = 1) +#' prior$A # show autoregressive prior mean #' #' @export specify_prior_bsvarSIGN = R6::R6Class( @@ -215,9 +215,9 @@ specify_prior_bsvarSIGN = R6::R6Class( #' otherwise to random walk. #' @return A new prior specification PriorBSVARSIGN. #' @examples - #' # a prior for 3-variable example with one lag and stationary data - #' data(oil) - #' prior = specify_prior_bsvarSIGN$new(oil, p = 1) + #' # a prior for 5-variable example with one lag and stationary data + #' data(optimism) + #' prior = specify_prior_bsvarSIGN$new(optimism, p = 1) #' prior$B # show autoregressive prior mean #' initialize = function(data, p, exogenous = NULL, stationary = rep(FALSE, ncol(data))) { @@ -301,8 +301,8 @@ specify_prior_bsvarSIGN = R6::R6Class( #' Returns the elements of the prior specification PriorBSVAR as a \code{list}. #' #' @examples - #' # a prior for 3-variable example with four lags - #' prior = specify_prior_bsvar$new(N = 3, p = 4) + #' # a prior for 5-variable example with four lags + #' prior = specify_prior_bsvar$new(N = 5, p = 4) #' prior$get_prior() # show the prior as list #' get_prior = function(){ @@ -343,9 +343,9 @@ specify_prior_bsvarSIGN = R6::R6Class( #' @param burn_in number of burn-in draws. #' #' @examples - #' # a prior for 3-variable example with four lags - #' data(oil) - #' prior = specify_prior_bsvarSIGN$new(oil, p = 1) + #' # a prior for 5-variable example with four lags + #' data(optimism) + #' prior = specify_prior_bsvarSIGN$new(optimism, p = 1) #' prior$estimate_hyper(S = 5) #' estimate_hyper = function( @@ -404,11 +404,11 @@ specify_prior_bsvarSIGN = R6::R6Class( #' The class IdentificationBSVARSIGN presents the identifying restrictions for the Bayesian Structural VAR models with sign and narrative restrictions. #' #' @examples -#' specify_identification_bsvarSIGN$new(N = 3) # recursive specification for a 3-variable system +#' specify_identification_bsvarSIGN$new(N = 5) # recursive specification for a 5-variable system #' #' # an identification pattern with narrative sign restrictions -#' sign_narrative <- matrix(c(2, -1, 3, 2, 236, 0), ncol = 6) -#' specify_identification_bsvarSIGN$new(N = 3, sign_narrative = sign_narrative) +#' sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +#' specify_identification_bsvarSIGN$new(N = 5, sign_irf = sign_irf) #' #' @export specify_identification_bsvarSIGN = R6::R6Class( @@ -592,9 +592,9 @@ specify_identification_bsvarSIGN = R6::R6Class( #' @seealso \code{\link{estimate}}, \code{\link{specify_posterior_bsvarSIGN}} #' #' @examples -#' data(oil) +#' data(optimism) #' specification = specify_bsvarSIGN$new( -#' data = oil, +#' data = optimism, #' p = 4 #' ) #' @@ -718,9 +718,9 @@ specify_bsvarSIGN = R6::R6Class( #' Returns the data matrices as the DataMatricesBSVAR object. #' #' @examples - #' data(oil) + #' data(optimism) #' spec = specify_bsvarSIGN$new( - #' data = oil, + #' data = optimism, #' p = 4 #' ) #' spec$get_data_matrices() @@ -733,9 +733,9 @@ specify_bsvarSIGN = R6::R6Class( #' Returns the identifying restrictions as the IdentificationBSVARSIGN object. #' #' @examples - #' data(oil) + #' data(optimism) #' spec = specify_bsvarSIGN$new( - #' data = oil, + #' data = optimism, #' p = 4 #' ) #' spec$get_identification() @@ -748,9 +748,9 @@ specify_bsvarSIGN = R6::R6Class( #' Returns the prior specification as the PriorBSVAR object. #' #' @examples - #' data(oil) + #' data(optimism) #' spec = specify_bsvarSIGN$new( - #' data = oil, + #' data = optimism, #' p = 4 #' ) #' spec$get_prior() @@ -763,9 +763,9 @@ specify_bsvarSIGN = R6::R6Class( #' Returns the starting values as the StartingValuesBSVAR object. #' #' @examples - #' data(oil) + #' data(optimism) #' spec = specify_bsvarSIGN$new( - #' data = oil, + #' data = optimism, #' p = 4 #' ) #' spec$get_starting_values() @@ -790,8 +790,8 @@ specify_bsvarSIGN = R6::R6Class( #' #' @examples #' # This is a function that is used within estimate() -#' data(oil) -#' specification = specify_bsvarSIGN$new(oil, p = 4) +#' data(optimism) +#' specification = specify_bsvarSIGN$new(optimism, p = 4) #' set.seed(123) #' posterior = estimate(specification, 50) #' class(posterior) @@ -835,8 +835,8 @@ specify_posterior_bsvarSIGN = R6::R6Class( #' an \code{NxNxS} array \code{B}, an \code{NxKxS} array \code{A}, and a \code{5xS} matrix \code{hyper}. #' #' @examples - #' data(oil) - #' specification = specify_bsvarSIGN$new(oil) + #' data(optimism) + #' specification = specify_bsvarSIGN$new(optimism) #' set.seed(123) #' estimate = estimate(specification, 50) #' estimate$get_posterior() @@ -850,8 +850,8 @@ specify_posterior_bsvarSIGN = R6::R6Class( #' and \code{FALSE} otherwise. #' #' @examples - #' data(oil) - #' specification = specify_bsvarSIGN$new(oil) + #' data(optimism) + #' specification = specify_bsvarSIGN$new(optimism) #' set.seed(123) #' estimate = estimate(specification, 20) #' diff --git a/inst/tinytest/test_compute_fitted_values.R b/inst/tinytest/test_compute_fitted_values.R index 17c1658..4e0209b 100644 --- a/inst/tinytest/test_compute_fitted_values.R +++ b/inst/tinytest/test_compute_fitted_values.R @@ -1,16 +1,16 @@ -data(oil) +data(optimism) set.seed(1) suppressMessages( - specification_no1 <- specify_bsvarSIGN$new(oil) + specification_no1 <- specify_bsvarSIGN$new(optimism) ) run_no1 <- estimate(specification_no1, 3, 1, show_progress = FALSE) fv <- compute_fitted_values(run_no1) set.seed(1) suppressMessages( - fv2 <- oil |> + fv2 <- optimism |> specify_bsvarSIGN$new() |> estimate(S = 3, thin = 1, show_progress = FALSE) |> compute_fitted_values() diff --git a/inst/tinytest/test_compute_historical_decompositions.R b/inst/tinytest/test_compute_historical_decompositions.R index 865f7a1..a978412 100644 --- a/inst/tinytest/test_compute_historical_decompositions.R +++ b/inst/tinytest/test_compute_historical_decompositions.R @@ -1,16 +1,16 @@ -data(oil) +data(optimism) set.seed(1) suppressMessages( - specification_no1 <- specify_bsvarSIGN$new(oil) + specification_no1 <- specify_bsvarSIGN$new(optimism) ) run_no1 <- estimate(specification_no1, 3, 1, show_progress = FALSE) hd <- compute_historical_decompositions(run_no1) set.seed(1) suppressMessages( - hd2 <- oil |> + hd2 <- optimism |> specify_bsvarSIGN$new() |> estimate(S = 3, thin = 1, show_progress = FALSE) |> compute_historical_decompositions() diff --git a/inst/tinytest/test_compute_impulse_responses.R b/inst/tinytest/test_compute_impulse_responses.R index 66c7b5a..a245d0d 100644 --- a/inst/tinytest/test_compute_impulse_responses.R +++ b/inst/tinytest/test_compute_impulse_responses.R @@ -1,16 +1,16 @@ -data(oil) +data(optimism) set.seed(1) suppressMessages( - specification_no1 <- specify_bsvarSIGN$new(oil) + specification_no1 <- specify_bsvarSIGN$new(optimism) ) run_no1 <- estimate(specification_no1, 3, 1, show_progress = FALSE) irf <- compute_impulse_responses(run_no1, horizon = 2) set.seed(1) suppressMessages( - irf2 <- oil |> + irf2 <- optimism |> specify_bsvarSIGN$new() |> estimate(S = 3, thin = 1, show_progress = FALSE) |> compute_impulse_responses(horizon = 2) @@ -30,14 +30,14 @@ expect_identical( set.seed(1) suppressMessages( - specification_no1 <- specify_bsvarSIGN$new(oil) + specification_no1 <- specify_bsvarSIGN$new(optimism) ) run_no1 <- estimate(specification_no1, 3, 1, show_progress = FALSE) irf <- compute_impulse_responses(run_no1, horizon = 2, standardise = TRUE) set.seed(1) suppressMessages( - irf2 <- oil |> + irf2 <- optimism |> specify_bsvarSIGN$new() |> estimate(S = 3, thin = 1, show_progress = FALSE) |> compute_impulse_responses(horizon = 2, standardise = TRUE) diff --git a/inst/tinytest/test_compute_structural_shocks.R b/inst/tinytest/test_compute_structural_shocks.R index 6f0a47e..3aa39b5 100644 --- a/inst/tinytest/test_compute_structural_shocks.R +++ b/inst/tinytest/test_compute_structural_shocks.R @@ -1,16 +1,16 @@ -data(oil) +data(optimism) set.seed(1) suppressMessages( - specification_no1 <- specify_bsvarSIGN$new(oil) + specification_no1 <- specify_bsvarSIGN$new(optimism) ) run_no1 <- estimate(specification_no1, 3, 1, show_progress = FALSE) ss <- compute_structural_shocks(run_no1) set.seed(1) suppressMessages( - ss2 <- oil |> + ss2 <- optimism |> specify_bsvarSIGN$new() |> estimate(S = 3, thin = 1, show_progress = FALSE) |> compute_structural_shocks() diff --git a/inst/tinytest/test_compute_variance_decomposition.R b/inst/tinytest/test_compute_variance_decomposition.R index 2af4e9e..3d66e84 100644 --- a/inst/tinytest/test_compute_variance_decomposition.R +++ b/inst/tinytest/test_compute_variance_decomposition.R @@ -1,16 +1,16 @@ -data(oil) +data(optimism) set.seed(1) suppressMessages( - specification_no1 <- specify_bsvarSIGN$new(oil) + specification_no1 <- specify_bsvarSIGN$new(optimism) ) run_no1 <- estimate(specification_no1, 3, 1, show_progress = FALSE) fevd <- compute_variance_decompositions(run_no1, horizon = 2) set.seed(1) suppressMessages( - fevd2 <- oil |> + fevd2 <- optimism |> specify_bsvarSIGN$new() |> estimate(S = 3, thin = 1, show_progress = FALSE) |> compute_variance_decompositions(horizon = 2) diff --git a/inst/tinytest/test_estimate.R b/inst/tinytest/test_estimate.R index b25a88d..3689831 100644 --- a/inst/tinytest/test_estimate.R +++ b/inst/tinytest/test_estimate.R @@ -3,8 +3,8 @@ # run 1 set.seed(123) -data(oil) -spec1 = specify_bsvarSIGN$new(oil) +data(optimism) +spec1 = specify_bsvarSIGN$new(optimism) post1 = estimate(spec1, S = 3, thin = 1, @@ -12,8 +12,8 @@ post1 = estimate(spec1, # run 2 set.seed(123) -data(oil) -spec2 = specify_bsvarSIGN$new(oil) +data(optimism) +spec2 = specify_bsvarSIGN$new(optimism) post2 = estimate(spec2, S = 3, thin = 1, @@ -21,8 +21,8 @@ post2 = estimate(spec2, # run 3 (pipe workflow) set.seed(123) -data(oil) -post3 = oil |> +data(optimism) +post3 = optimism |> specify_bsvarSIGN$new() |> estimate(S = 3, thin = 1, diff --git a/inst/tinytest/test_forecast.R b/inst/tinytest/test_forecast.R index edb132a..0f11183 100644 --- a/inst/tinytest/test_forecast.R +++ b/inst/tinytest/test_forecast.R @@ -1,17 +1,17 @@ -data(oil) +data(optimism) # for bsvar set.seed(1) suppressMessages( - specification_no1 <- specify_bsvarSIGN$new(oil, p = 1) + specification_no1 <- specify_bsvarSIGN$new(optimism, p = 1) ) run_no1 <- estimate(specification_no1, 3, 1, show_progress = FALSE) ff <- forecast(run_no1, horizon = 2) set.seed(1) suppressMessages( - ff2 <- oil |> + ff2 <- optimism |> specify_bsvarSIGN$new(p = 1) |> estimate(S = 3, thin = 1, show_progress = FALSE) |> forecast(horizon = 2) diff --git a/inst/tinytest/test_specify.R b/inst/tinytest/test_specify.R index dfc7886..0167ed4 100644 --- a/inst/tinytest/test_specify.R +++ b/inst/tinytest/test_specify.R @@ -1,9 +1,9 @@ # minimum example of specify_bsvarSIGN works -data(oil) +data(optimism) -spec = specify_bsvarSIGN$new(oil) +spec = specify_bsvarSIGN$new(optimism) expect_identical(class(spec)[1], "BSVARSIGN") @@ -35,18 +35,15 @@ expect_identical(class(spec$starting_values)[1], # "example specifying a reproduction of Antolín-Díaz & Rubio-Ramírez (2018, AER)", -data(oil) -sign_narrative = matrix(c(2, -1, 3, 2, 236, 0), ncol = 6) +data(optimism) -sign_irf = array(matrix(c(-1, -1, 1, 1, 1, 1, 1, -1, 1), nrow = 3), - dim = c(3, 3, 1)) +sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) set.seed(123) -spec = specify_bsvarSIGN$new(oil, +spec = specify_bsvarSIGN$new(optimism, p = 12, - sign_irf = sign_irf, - sign_narrative = sign_narrative) + sign_irf = sign_irf) expect_identical(class(spec)[1], "BSVARSIGN") diff --git a/man/bsvarSIGNs-package.Rd b/man/bsvarSIGNs-package.Rd index 22730b3..240ed71 100644 --- a/man/bsvarSIGNs-package.Rd +++ b/man/bsvarSIGNs-package.Rd @@ -17,9 +17,7 @@ This package is currently in active development. We give no warranty that anything here works. } \examples{ -sign_irf = matrix(NA, 5, 5) -sign_irf[2, 1] = 1 -sign_irf[1, 1] = 0 +sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) spec = specify_bsvarSIGN$new(optimism * 100, p = 4, sign_irf = sign_irf) diff --git a/man/compute_conditional_sd.PosteriorBSVARSIGN.Rd b/man/compute_conditional_sd.PosteriorBSVARSIGN.Rd index c7ee5f4..22edb50 100644 --- a/man/compute_conditional_sd.PosteriorBSVARSIGN.Rd +++ b/man/compute_conditional_sd.PosteriorBSVARSIGN.Rd @@ -22,12 +22,12 @@ shock conditional standard deviations. } \examples{ # upload data -data(oil) +data(optimism) # specify the model and set seed set.seed(123) -sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) # run the burn-in posterior = estimate(specification, 10) @@ -38,7 +38,7 @@ sigma = compute_conditional_sd(posterior) # workflow with the pipe |> ############################################################ set.seed(123) -oil |> +optimism |> specify_bsvarSIGN$new(sign_irf = sign_irf) |> estimate(S = 10) |> compute_conditional_sd() -> csd diff --git a/man/compute_fitted_values.PosteriorBSVARSIGN.Rd b/man/compute_fitted_values.PosteriorBSVARSIGN.Rd index 2e139c8..65b908a 100644 --- a/man/compute_fitted_values.PosteriorBSVARSIGN.Rd +++ b/man/compute_fitted_values.PosteriorBSVARSIGN.Rd @@ -22,12 +22,12 @@ a draw from the data predictive density. } \examples{ # upload data -data(oil) +data(optimism) # specify the model and set seed set.seed(123) -sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) # run the burn-in posterior = estimate(specification, 10) @@ -38,7 +38,7 @@ fitted = compute_fitted_values(posterior) # workflow with the pipe |> ############################################################ set.seed(123) -oil |> +optimism |> specify_bsvarSIGN$new(sign_irf = sign_irf) |> estimate(S = 20) |> compute_fitted_values() -> fitted diff --git a/man/compute_historical_decompositions.PosteriorBSVARSIGN.Rd b/man/compute_historical_decompositions.PosteriorBSVARSIGN.Rd index f359efd..fbcf0ae 100644 --- a/man/compute_historical_decompositions.PosteriorBSVARSIGN.Rd +++ b/man/compute_historical_decompositions.PosteriorBSVARSIGN.Rd @@ -27,12 +27,12 @@ result in non-interpretable outcomes. } \examples{ # upload data -data(oil) +data(optimism) # specify the model and set seed set.seed(123) -sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) # run the burn-in posterior = estimate(specification, 10) @@ -43,7 +43,7 @@ hd = compute_historical_decompositions(posterior) # workflow with the pipe |> ############################################################ set.seed(123) -oil |> +optimism |> specify_bsvarSIGN$new(sign_irf = sign_irf) |> estimate(S = 10) |> compute_historical_decompositions() -> hd diff --git a/man/compute_impulse_responses.PosteriorBSVARSIGN.Rd b/man/compute_impulse_responses.PosteriorBSVARSIGN.Rd index afcf9f7..d2e72f7 100644 --- a/man/compute_impulse_responses.PosteriorBSVARSIGN.Rd +++ b/man/compute_impulse_responses.PosteriorBSVARSIGN.Rd @@ -27,12 +27,12 @@ a draw from the posterior distribution of the impulse responses. } \examples{ # upload data -data(oil) +data(optimism) # specify the model and set seed set.seed(123) -sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) # run the burn-in posterior = estimate(specification, 10) @@ -43,7 +43,7 @@ irf = compute_impulse_responses(posterior, horizon = 8) # workflow with the pipe |> ############################################################ set.seed(123) -oil |> +optimism |> specify_bsvarSIGN$new(sign_irf = sign_irf) |> estimate(S = 10) |> compute_impulse_responses(horizon = 8) -> ir diff --git a/man/compute_structural_shocks.PosteriorBSVARSIGN.Rd b/man/compute_structural_shocks.PosteriorBSVARSIGN.Rd index 13d634b..fa00833 100644 --- a/man/compute_structural_shocks.PosteriorBSVARSIGN.Rd +++ b/man/compute_structural_shocks.PosteriorBSVARSIGN.Rd @@ -22,12 +22,12 @@ a draw from the posterior distribution of the structural shocks. } \examples{ # upload data -data(oil) +data(optimism) # specify the model and set seed set.seed(123) -sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) # run the burn-in posterior = estimate(specification, 10) @@ -38,7 +38,7 @@ shocks = compute_structural_shocks(posterior) # workflow with the pipe |> ############################################################ set.seed(123) -oil |> +optimism |> specify_bsvarSIGN$new(sign_irf = sign_irf) |> estimate(S = 20) |> compute_structural_shocks() -> ss diff --git a/man/compute_variance_decompositions.PosteriorBSVARSIGN.Rd b/man/compute_variance_decompositions.PosteriorBSVARSIGN.Rd index 9f191c5..0d869ed 100644 --- a/man/compute_variance_decompositions.PosteriorBSVARSIGN.Rd +++ b/man/compute_variance_decompositions.PosteriorBSVARSIGN.Rd @@ -25,12 +25,12 @@ error variance decomposition. } \examples{ # upload data -data(oil) +data(optimism) # specify the model and set seed set.seed(123) -sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) # run the burn-in posterior = estimate(specification, 10) @@ -41,7 +41,7 @@ fevd = compute_variance_decompositions(posterior, horizon = 8) # workflow with the pipe |> ############################################################ set.seed(123) -oil |> +optimism |> specify_bsvarSIGN$new(sign_irf = sign_irf) |> estimate(S = 10) |> compute_variance_decompositions(horizon = 8) -> fevd diff --git a/man/estimate.BSVARSIGN.Rd b/man/estimate.BSVARSIGN.Rd index c681125..e487994 100644 --- a/man/estimate.BSVARSIGN.Rd +++ b/man/estimate.BSVARSIGN.Rd @@ -70,20 +70,15 @@ Finally, the structural shocks, \code{U}, are temporally and contemporaneously i } \examples{ # upload data -data(oil) +data(optimism) -# restrictions as in Antolín-Díaz & Rubio-Ramírez (2018) -sign_narrative = matrix(c(2, -1, 3, 2, 236, 0), ncol = 6) -sign_irf = array(matrix(c(-1, -1, 1, 1, 1, 1, 1, -1, 1), nrow = 3), - dim = c(3, 3, 1)) +sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) # specify the model and set seed set.seed(123) -specification = specify_bsvarSIGN$new(oil, - p = 12, - sign_irf = sign_irf, - sign_narrative = sign_narrative - ) +specification = specify_bsvarSIGN$new(optimism * 100, + p = 12, + sign_irf = sign_irf) posterior = estimate(specification, S = 10) } diff --git a/man/forecast.PosteriorBSVARSIGN.Rd b/man/forecast.PosteriorBSVARSIGN.Rd index a40cd2c..08477c0 100644 --- a/man/forecast.PosteriorBSVARSIGN.Rd +++ b/man/forecast.PosteriorBSVARSIGN.Rd @@ -44,12 +44,12 @@ trajcetories of (some of the) variables. } \examples{ # upload data -data(oil) +data(optimism) # specify the model and set seed set.seed(123) -sign_irf = array(matrix(c(-1, -1, 1, rep(NA, 6)), nrow = 3), dim = c(3, 3, 1)) -specification = specify_bsvarSIGN$new(oil, sign_irf = sign_irf) +sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +specification = specify_bsvarSIGN$new(optimism, sign_irf = sign_irf) # estimate the model posterior = estimate(specification, 20) @@ -60,7 +60,7 @@ predictive = forecast(posterior, 4) # workflow with the pipe |> ############################################################ set.seed(123) -oil |> +optimism |> specify_bsvarSIGN$new(sign_irf = sign_irf) |> estimate(S = 20) |> forecast(horizon = 4) -> predictive @@ -68,14 +68,15 @@ oil |> # conditional forecasting 2 quarters ahead conditioning on # provided future values for the Gross Domestic Product ############################################################ -cf = matrix(NA , 2, 3) -cf[,3] = tail(oil, 1)[3] # conditional forecasts equal to the last gdp observation -predictive = forecast(posterior, 2, conditional_forecast = cf) +cf = matrix(NA , 2, 5) +# # conditional forecasts equal to the last consumption observation +cf[,3] = tail(optimism, 1)[3] +predictive = forecast(posterior, 2, conditional_forecast = cf) # workflow with the pipe |> ############################################################ set.seed(123) -oil |> +optimism |> specify_bsvarSIGN$new(sign_irf = sign_irf) |> estimate(S = 10) |> forecast(horizon = 2, conditional_forecast = cf) -> predictive diff --git a/man/oil.Rd b/man/oil.Rd deleted file mode 100644 index fde0b58..0000000 --- a/man/oil.Rd +++ /dev/null @@ -1,29 +0,0 @@ -% Generated by roxygen2: do not edit by hand -% Please edit documentation in R/data.R -\docType{data} -\name{oil} -\alias{oil} -\title{A 3-variable oil price data, from 1971 to 2016} -\format{ -A matrix and a \code{ts} object with time series of over five hundred observations on 3 variables: -\describe{ - \item{opg}{monthly growth rate of global oil production} - \item{eai}{monthly index of real economic activity} - \item{rop}{monthly real oil price} -} - -The series are as described by Antolín-Díaz & Rubio-Ramírez (2018) in section IV-A. -} -\source{ -Replication package, \url{https://www.aeaweb.org/articles?id=10.1257/aer.20161852} -} -\usage{ -data(oil) -} -\description{ -A sample data to identify oil demand and supply shocks. -} -\references{ -Antolín-Díaz & Rubio-Ramírez (2018) Narrative Sign Restrictions for SVARs, American Economic Review, 108(10), 2802-29, . -} -\keyword{datasets} diff --git a/man/specify_bsvarSIGN.Rd b/man/specify_bsvarSIGN.Rd index 3f937f3..a72068a 100644 --- a/man/specify_bsvarSIGN.Rd +++ b/man/specify_bsvarSIGN.Rd @@ -7,9 +7,9 @@ The class BSVARSIGN presents complete specification for the Bayesian Structural VAR model with sign and narrative restrictions. } \examples{ -data(oil) +data(optimism) specification = specify_bsvarSIGN$new( - data = oil, + data = optimism, p = 4 ) @@ -18,9 +18,9 @@ specification = specify_bsvarSIGN$new( ## Method `specify_bsvarSIGN$get_data_matrices` ## ------------------------------------------------ -data(oil) +data(optimism) spec = specify_bsvarSIGN$new( - data = oil, + data = optimism, p = 4 ) spec$get_data_matrices() @@ -30,9 +30,9 @@ spec$get_data_matrices() ## Method `specify_bsvarSIGN$get_identification` ## ------------------------------------------------ -data(oil) +data(optimism) spec = specify_bsvarSIGN$new( - data = oil, + data = optimism, p = 4 ) spec$get_identification() @@ -42,9 +42,9 @@ spec$get_identification() ## Method `specify_bsvarSIGN$get_prior` ## ------------------------------------------------ -data(oil) +data(optimism) spec = specify_bsvarSIGN$new( - data = oil, + data = optimism, p = 4 ) spec$get_prior() @@ -54,9 +54,9 @@ spec$get_prior() ## Method `specify_bsvarSIGN$get_starting_values` ## ------------------------------------------------ -data(oil) +data(optimism) spec = specify_bsvarSIGN$new( - data = oil, + data = optimism, p = 4 ) spec$get_starting_values() @@ -170,9 +170,9 @@ Returns the data matrices as the DataMatricesBSVAR object. \subsection{Examples}{ \if{html}{\out{
}} -\preformatted{data(oil) +\preformatted{data(optimism) spec = specify_bsvarSIGN$new( - data = oil, + data = optimism, p = 4 ) spec$get_data_matrices() @@ -194,9 +194,9 @@ Returns the identifying restrictions as the IdentificationBSVARSIGN object. \subsection{Examples}{ \if{html}{\out{
}} -\preformatted{data(oil) +\preformatted{data(optimism) spec = specify_bsvarSIGN$new( - data = oil, + data = optimism, p = 4 ) spec$get_identification() @@ -218,9 +218,9 @@ Returns the prior specification as the PriorBSVAR object. \subsection{Examples}{ \if{html}{\out{
}} -\preformatted{data(oil) +\preformatted{data(optimism) spec = specify_bsvarSIGN$new( - data = oil, + data = optimism, p = 4 ) spec$get_prior() @@ -242,9 +242,9 @@ Returns the starting values as the StartingValuesBSVAR object. \subsection{Examples}{ \if{html}{\out{
}} -\preformatted{data(oil) +\preformatted{data(optimism) spec = specify_bsvarSIGN$new( - data = oil, + data = optimism, p = 4 ) spec$get_starting_values() diff --git a/man/specify_identification_bsvarSIGN.Rd b/man/specify_identification_bsvarSIGN.Rd index c1ab0ec..0bbc9b2 100644 --- a/man/specify_identification_bsvarSIGN.Rd +++ b/man/specify_identification_bsvarSIGN.Rd @@ -7,11 +7,11 @@ The class IdentificationBSVARSIGN presents the identifying restrictions for the Bayesian Structural VAR models with sign and narrative restrictions. } \examples{ -specify_identification_bsvarSIGN$new(N = 3) # recursive specification for a 3-variable system +specify_identification_bsvarSIGN$new(N = 5) # recursive specification for a 5-variable system # an identification pattern with narrative sign restrictions -sign_narrative <- matrix(c(2, -1, 3, 2, 236, 0), ncol = 6) -specify_identification_bsvarSIGN$new(N = 3, sign_narrative = sign_narrative) +sign_irf = matrix(c(0, 1, rep(NA, 23)), 5, 5) +specify_identification_bsvarSIGN$new(N = 5, sign_irf = sign_irf) } \section{Public fields}{ diff --git a/man/specify_posterior_bsvarSIGN.Rd b/man/specify_posterior_bsvarSIGN.Rd index 9b79415..fafa028 100644 --- a/man/specify_posterior_bsvarSIGN.Rd +++ b/man/specify_posterior_bsvarSIGN.Rd @@ -11,8 +11,8 @@ might not be equal to the last draw provided in element \code{posterior}. } \examples{ # This is a function that is used within estimate() -data(oil) -specification = specify_bsvarSIGN$new(oil, p = 4) +data(optimism) +specification = specify_bsvarSIGN$new(optimism, p = 4) set.seed(123) posterior = estimate(specification, 50) class(posterior) @@ -22,8 +22,8 @@ class(posterior) ## Method `specify_posterior_bsvarSIGN$get_posterior` ## ------------------------------------------------ -data(oil) -specification = specify_bsvarSIGN$new(oil) +data(optimism) +specification = specify_bsvarSIGN$new(optimism) set.seed(123) estimate = estimate(specification, 50) estimate$get_posterior() @@ -33,8 +33,8 @@ estimate$get_posterior() ## Method `specify_posterior_bsvarSIGN$is_normalised` ## ------------------------------------------------ -data(oil) -specification = specify_bsvarSIGN$new(oil) +data(optimism) +specification = specify_bsvarSIGN$new(optimism) set.seed(123) estimate = estimate(specification, 20) @@ -101,8 +101,8 @@ an \code{NxNxS} array \code{B}, an \code{NxKxS} array \code{A}, and a \code{5xS} \subsection{Examples}{ \if{html}{\out{
}} -\preformatted{data(oil) -specification = specify_bsvarSIGN$new(oil) +\preformatted{data(optimism) +specification = specify_bsvarSIGN$new(optimism) set.seed(123) estimate = estimate(specification, 50) estimate$get_posterior() @@ -125,8 +125,8 @@ and \code{FALSE} otherwise. \subsection{Examples}{ \if{html}{\out{
}} -\preformatted{data(oil) -specification = specify_bsvarSIGN$new(oil) +\preformatted{data(optimism) +specification = specify_bsvarSIGN$new(optimism) set.seed(123) estimate = estimate(specification, 20) diff --git a/man/specify_prior_bsvarSIGN.Rd b/man/specify_prior_bsvarSIGN.Rd index f6ea882..9b9e437 100644 --- a/man/specify_prior_bsvarSIGN.Rd +++ b/man/specify_prior_bsvarSIGN.Rd @@ -7,19 +7,19 @@ The class PriorBSVARSIGN presents a prior specification for the homoskedastic bsvar model. } \examples{ -# a prior for 3-variable example with one lag -data(oil) -prior = specify_prior_bsvarSIGN$new(oil, p = 1) -prior$B # show autoregressive prior mean +# a prior for 5-variable example with one lag +data(optimism) +prior = specify_prior_bsvarSIGN$new(optimism, p = 1) +prior$A # show autoregressive prior mean ## ------------------------------------------------ ## Method `specify_prior_bsvarSIGN$new` ## ------------------------------------------------ -# a prior for 3-variable example with one lag and stationary data -data(oil) -prior = specify_prior_bsvarSIGN$new(oil, p = 1) +# a prior for 5-variable example with one lag and stationary data +data(optimism) +prior = specify_prior_bsvarSIGN$new(optimism, p = 1) prior$B # show autoregressive prior mean @@ -27,8 +27,8 @@ prior$B # show autoregressive prior mean ## Method `specify_prior_bsvarSIGN$get_prior` ## ------------------------------------------------ -# a prior for 3-variable example with four lags -prior = specify_prior_bsvar$new(N = 3, p = 4) +# a prior for 5-variable example with four lags +prior = specify_prior_bsvar$new(N = 5, p = 4) prior$get_prior() # show the prior as list @@ -36,9 +36,9 @@ prior$get_prior() # show the prior as list ## Method `specify_prior_bsvarSIGN$estimate_hyper` ## ------------------------------------------------ -# a prior for 3-variable example with four lags -data(oil) -prior = specify_prior_bsvarSIGN$new(oil, p = 1) +# a prior for 5-variable example with four lags +data(optimism) +prior = specify_prior_bsvarSIGN$new(optimism, p = 1) prior$estimate_hyper(S = 5) } @@ -136,9 +136,9 @@ A new prior specification PriorBSVARSIGN. } \subsection{Examples}{ \if{html}{\out{
}} -\preformatted{# a prior for 3-variable example with one lag and stationary data -data(oil) -prior = specify_prior_bsvarSIGN$new(oil, p = 1) +\preformatted{# a prior for 5-variable example with one lag and stationary data +data(optimism) +prior = specify_prior_bsvarSIGN$new(optimism, p = 1) prior$B # show autoregressive prior mean } @@ -158,8 +158,8 @@ Returns the elements of the prior specification PriorBSVAR as a \code{list}. \subsection{Examples}{ \if{html}{\out{
}} -\preformatted{# a prior for 3-variable example with four lags -prior = specify_prior_bsvar$new(N = 3, p = 4) +\preformatted{# a prior for 5-variable example with four lags +prior = specify_prior_bsvar$new(N = 5, p = 4) prior$get_prior() # show the prior as list } @@ -207,9 +207,9 @@ variances in the Minnesota prior.} } \subsection{Examples}{ \if{html}{\out{
}} -\preformatted{# a prior for 3-variable example with four lags -data(oil) -prior = specify_prior_bsvarSIGN$new(oil, p = 1) +\preformatted{# a prior for 5-variable example with four lags +data(optimism) +prior = specify_prior_bsvarSIGN$new(optimism, p = 1) prior$estimate_hyper(S = 5) }