de

LAB 8

library(vars)

## Warning: package 'vars' was built under R version 4.1.3

## Loading required package: MASS

## Loading required package: strucchange

## Loading required package: zoo

## 
## Attaching package: 'zoo'

## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric

## Loading required package: sandwich

## Loading required package: urca

## Loading required package: lmtest

library(fpp2)

## Warning in register(): Can't find generic `scale_type` in package ggplot2 to
## register S3 method.

## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo

## -- Attaching packages ---------------------------------------------- fpp2 2.4 --

## v ggplot2   3.3.5     v fma       2.4  
## v forecast  8.16      v expsmooth 2.3

## 

library(urca)
library(vars)
library(mFilter)

## Warning: package 'mFilter' was built under R version 4.1.3

library(tseries)

## Warning: package 'tseries' was built under R version 4.1.3

library(TSstudio)

## Warning: package 'TSstudio' was built under R version 4.1.3

library(forecast)
library(tidyverse)

## -- Attaching packages --------------------------------------- tidyverse 1.3.1 --

## v tibble  3.1.6     v dplyr   1.0.7
## v tidyr   1.2.0     v stringr 1.4.0
## v readr   2.1.2     v forcats 0.5.1
## v purrr   0.3.4

## -- Conflicts ------------------------------------------ tidyverse_conflicts() --
## x stringr::boundary() masks strucchange::boundary()
## x dplyr::filter()     masks stats::filter()
## x dplyr::lag()        masks stats::lag()
## x dplyr::select()     masks MASS::select()

series<-uschange
?uschange

## starting httpd help server ...

##  done

uschange

##         Consumption      Income  Production      Savings Unemployment
## 1970 Q1  0.61598622  0.97226104 -2.45270031   4.81031150          0.9
## 1970 Q2  0.46037569  1.16908472 -0.55152509   7.28799234          0.5
## 1970 Q3  0.87679142  1.55327055 -0.35870786   7.28901306          0.5
## 1970 Q4 -0.27424514 -0.25527238 -2.18545486   0.98522964          0.7
## 1971 Q1  1.89737076  1.98715363  1.90973412   3.65777061         -0.1
## 1971 Q2  0.91199291  1.44733417  0.90153584   6.05134180         -0.1
## 1971 Q3  0.79453885  0.53181193  0.30801942  -0.44583221          0.1
## 1971 Q4  1.64858747  1.16012514  2.29130441  -1.53087186          0.0
## 1972 Q1  1.31372218  0.45701150  4.14957387  -4.35859438         -0.2
## 1972 Q2  1.89147495  1.01662441  1.89062398  -5.05452579         -0.1
## 1972 Q3  1.53071400  1.90410126  1.27335290   5.80995904         -0.2
## 1972 Q4  2.31829471  3.89025866  3.43689207  16.04471706         -0.3
## 1973 Q1  1.81073916  0.70825266  2.79907636  -5.34886849         -0.3
## 1973 Q2 -0.04173996  0.79430954  0.81768862   8.42603436          0.0
## 1973 Q3  0.35423556  0.43381827  0.86899693   2.75879565         -0.1
## 1973 Q4 -0.29163216  1.09380979  1.47296187  11.14642986          0.1
## 1974 Q1 -0.87702794 -1.66168482 -0.88248358  -2.53351449          0.2
## 1974 Q2  0.35113555 -0.93835321  0.07427919  -6.59264464          0.3
## 1974 Q3  0.40959770  0.09448779 -0.41314971   0.51717884          0.5
## 1974 Q4 -1.47580863 -0.12259599 -4.06411893  11.34339540          1.3
## 1975 Q1  0.83225762 -0.16369546 -6.85103912  -5.47619069          1.4
## 1975 Q2  1.65583461  4.53650956 -1.33129558  24.30960536          0.2
## 1975 Q3  1.41942029 -1.46376532  2.42435972 -17.65616104         -0.4
## 1975 Q4  1.05437932  0.76166351  2.16904208   0.64809041         -0.2
## 1976 Q1  1.97998024  1.16825761  3.02720471  -2.95006644         -0.6
## 1976 Q2  0.91391607  0.51729906  1.27881101  -1.47455755          0.0
## 1976 Q3  1.05532326  0.73370026  1.30386487  -0.06754475          0.0
## 1976 Q4  1.29889825  0.59458339  1.77537765  -3.57672239          0.2
## 1977 Q1  1.13637586 -0.03108003  2.05516067  -9.16055658         -0.4
## 1977 Q2  0.54994073  1.23808955  3.05838507   9.09050404         -0.2
## 1977 Q3  0.94985262  1.51880293  1.10308888   7.94495719         -0.4
## 1977 Q4  1.49599724  1.91456240  0.63346850   6.69627648         -0.4
## 1978 Q1  0.57549599  0.70266687 -0.29339056   2.92296383         -0.1
## 1978 Q2  2.11120960  0.98314132  3.94815264  -6.81114259         -0.4
## 1978 Q3  0.41796279  0.71992620  0.87114701   4.79207162          0.1
## 1978 Q4  0.79792710  0.78553605  1.78447991   2.37118400          0.0
## 1979 Q1  0.50584598  1.05755946  0.42594327   7.77418337         -0.2
## 1979 Q2 -0.05775339 -0.86765105 -0.20491944  -5.28634896         -0.1
## 1979 Q3  0.97730010  0.47100340 -0.29723637  -1.84549644          0.2
## 1979 Q4  0.26826982  0.44037974  0.33560928   4.04959810          0.1
## 1980 Q1 -0.15391875  0.33827686  0.41056141   5.86168864          0.3
## 1980 Q2 -2.27411019 -1.46388507 -4.30076832   8.24322919          1.3
## 1980 Q3  1.07188123  1.21301507 -1.64181977   5.70775044         -0.1
## 1980 Q4  1.31644941  1.94243865  3.78045520   9.15098787         -0.3
## 1981 Q1  0.52472770 -0.26813406  0.24627687  -5.68139002          0.2
## 1981 Q2 -0.01728203 -0.02363025  0.30977573   0.88183993          0.1
## 1981 Q3  0.40165150  2.02680183  0.91707444  15.99035721          0.1
## 1981 Q4 -0.75287620  0.19560628 -2.25457797   7.80550650          0.9
## 1982 Q1  0.65938376  0.11969888 -2.07131293  -3.34243955          0.5
## 1982 Q2  0.36854173  0.57548997 -1.24766384   2.19400166          0.6
## 1982 Q3  0.76954464  0.53484410 -1.40050430   0.03499563          0.5
## 1982 Q4  1.80876006  0.44938311 -1.90375664  -9.57651468          0.7
## 1983 Q1  0.96802954  0.85588425  1.14655720   0.34595460         -0.5
## 1983 Q2  1.95946831  0.70632719  2.17942248 -10.17004699         -0.2
## 1983 Q3  1.73949442  1.49810999  3.36771897   0.21217916         -0.9
## 1983 Q4  1.56389332  2.13138911  2.58168445   8.21600068         -0.9
## 1984 Q1  0.84526442  2.02348788  2.89709545  13.86918150         -0.5
## 1984 Q2  1.41504495  1.64921136  1.53821324   4.38900229         -0.6
## 1984 Q3  0.76546608  1.36163845  0.72128740   6.51686089          0.1
## 1984 Q4  1.31380062  0.81927319  0.04115557  -2.87544931          0.0
## 1985 Q1  1.68655320 -0.23895759  0.32353159 -18.71008389         -0.1
## 1985 Q2  0.93436990  1.90677905  0.07020996  11.82871950          0.2
## 1985 Q3  1.90256675 -0.33536283 -0.14046924 -23.57393474         -0.3
## 1985 Q4  0.25656565  1.14181151  0.57978813  11.36628338         -0.1
## 1986 Q1  0.84304279  1.23951110  0.58132135   5.86126836          0.2
## 1986 Q2  1.11177390  1.31938549 -0.57641778   3.27551734          0.0
## 1986 Q3  1.79499406  0.70477150  0.37249329 -10.09044542         -0.2
## 1986 Q4  0.63768446  0.17977925  1.13734778  -4.82920131         -0.4
## 1987 Q1  0.01569397  0.81973366  1.30758228  12.46424452          0.0
## 1987 Q2  1.37731686 -0.97505791  1.75000563 -29.52866718         -0.4
## 1987 Q3  1.15225712  1.80185055  1.84366200  12.32810406         -0.3
## 1987 Q4  0.21016439  1.32743427  2.40645058  16.63076101         -0.2
## 1988 Q1  1.76316026  1.44861875  0.92013121  -0.96896505          0.0
## 1988 Q2  0.73053714  1.02084894  0.87316353   5.67776867         -0.3
## 1988 Q3  0.85083233  0.95820336  0.38103668   3.64649867          0.0
## 1988 Q4  1.13789838  0.96207024  0.70292025  -0.19730358         -0.1
## 1989 Q1  0.46064152  1.22693023  0.43372685  10.01461545         -0.3
## 1989 Q2  0.46937808 -0.29489091 -0.36675732  -8.15576525          0.3
## 1989 Q3  0.98950145  0.67822897 -0.62142121  -2.48622554          0.0
## 1989 Q4  0.43942767  0.80025832  0.42443392   5.44681102          0.1
## 1990 Q1  0.85543417  0.83939484  0.68265169   2.87544931         -0.2
## 1990 Q2  0.31230451  0.59572848  0.77446547   5.10951644          0.0
## 1990 Q3  0.40261313  0.03740765  0.41944800  -3.17767248          0.7
## 1990 Q4 -0.75910716 -0.79479735 -1.57345296  -0.17953326          0.4
## 1991 Q1 -0.34535008  0.21183290 -1.91422028   6.49315257          0.5
## 1991 Q2  0.83564224  0.69043356  0.59131506  -0.30920615          0.1
## 1991 Q3  0.48439843  0.36205181  1.36255645  -0.14086493          0.0
## 1991 Q4 -0.02626579  0.85100324  0.21710308  11.34193010          0.4
## 1992 Q1  1.85996999  2.12421067 -0.13365365   7.23265150          0.1
## 1992 Q2  0.68354371  1.04095059  1.76874773   5.46708666          0.4
## 1992 Q3  1.07661214  0.43562041  0.76167388  -5.93646090         -0.2
## 1992 Q4  1.18372396  0.34210852  1.05024577  -5.88618856         -0.2
## 1993 Q1  0.37817936  0.55877186  0.87901471   2.63464703         -0.4
## 1993 Q2  0.89392729  0.17627103  0.21755108  -6.91664675          0.0
## 1993 Q3  1.09813766  0.05868803  0.40135891 -11.99337844         -0.3
## 1993 Q4  0.88122025  0.65496353  1.49618275  -1.83708870         -0.2
## 1994 Q1  1.14064791  0.69846579  1.22213656  -5.18600629          0.0
## 1994 Q2  0.77176225  1.05367166  1.78250275   5.15609751         -0.4
## 1994 Q3  0.77214364  0.59247377  1.26718100  -2.42215898         -0.2
## 1994 Q4  1.07014805  1.38110661  2.04370404   6.32351898         -0.4
## 1995 Q1  0.26420505  0.94873528  1.02552601  10.11514398         -0.1
## 1995 Q2  0.89311141  0.22780635  0.33785685 -10.60541172          0.2
## 1995 Q3  0.91264702  0.88957006  0.90043887  -0.11570727          0.0
## 1995 Q4  0.70025425  0.57591998  0.87467273  -2.90726686          0.0
## 1996 Q1  0.92360967  0.95255663  0.69285195   2.55933958         -0.1
## 1996 Q2  1.07997887  0.95161791  2.11134752  -0.75802112         -0.2
## 1996 Q3  0.60055799  0.79369738  1.24418680   3.33843952         -0.1
## 1996 Q4  0.78298122  0.52035746  1.35396890  -3.33843952          0.2
## 1997 Q1  1.04949253  0.99858552  1.86714700   0.61269338         -0.2
## 1997 Q2  0.45219855  0.85103564  1.48763922   6.17532322         -0.2
## 1997 Q3  1.69654264  1.18352222  2.28632066  -7.22796452         -0.1
## 1997 Q4  1.18062797  1.42325742  2.48091341   5.43456565         -0.2
## 1998 Q1  1.02693626  2.10753052  1.10343775  19.35335228          0.0
## 1998 Q2  1.75069399  1.38767133  0.65122238  -4.81709478         -0.2
## 1998 Q3  1.30596977  1.01464427  0.72551955  -3.12983982          0.1
## 1998 Q4  1.45888615  0.80893032  1.44421674  -9.14923404         -0.2
## 1999 Q1  0.94821191  0.89173174  1.10341663   1.88735718         -0.2
## 1999 Q2  1.46971415  0.24722185  0.98574261 -23.49652903          0.1
## 1999 Q3  1.12921436  0.66729226  0.90279881  -9.86264835         -0.1
## 1999 Q4  1.45748895  1.46092242  1.75533234   2.35825225         -0.2
## 2000 Q1  1.51106759  1.95061335  0.99682019  12.28684080          0.0
## 2000 Q2  0.95508878  1.03174349  1.23293805   1.28001748          0.0
## 2000 Q3  0.96797647  1.16178668 -0.10225268   2.57390229         -0.1
## 2000 Q4  0.88629738  0.33725343 -0.20388383 -13.16296208          0.0
## 2001 Q1  0.42159086  0.84865826 -1.35143911  13.22491995          0.4
## 2001 Q2  0.25689982 -0.08818148 -1.25954437  -6.89043916          0.2
## 2001 Q3  0.36381084  2.33678920 -1.44101744  41.66826457          0.5
## 2001 Q4  1.51630321 -1.24443353 -1.06013675 -56.75209674          0.7
## 2002 Q1  0.29958257  2.40331419  0.70916406  50.75796205          0.0
## 2002 Q2  0.50899032  0.50559877  1.54280957   0.87861837          0.1
## 2002 Q3  0.69667241 -0.12828194  0.59478143 -14.70397426         -0.1
## 2002 Q4  0.53634306  0.47941927 -0.05776556   1.58733492          0.3
## 2003 Q1  0.43826169  0.27834026  0.53922789   0.49744834         -0.1
## 2003 Q2  1.10719086  1.43729445 -0.69876172   7.00891625          0.4
## 2003 Q3  1.46377882  1.62544947  0.60727351   6.18413150         -0.2
## 2003 Q4  0.77334046  0.40353864  1.00599126  -6.89274778         -0.4
## 2004 Q1  0.96768535  0.72653162  0.65792806  -2.96152040          0.1
## 2004 Q2  0.64760607  0.98056746  0.57461780   8.30885627         -0.2
## 2004 Q3  0.95117167  0.52450113  0.56330030  -8.99318286         -0.2
## 2004 Q4  1.02041702  1.24238706  1.38522763   6.23585017          0.0
## 2005 Q1  0.76172556 -0.96827007  1.39435718 -42.28191228         -0.2
## 2005 Q2  1.08136588  0.78835467  0.50586367 -18.27592893         -0.2
## 2005 Q3  0.77186494  0.51136949 -0.50305848  -7.87665229          0.0
## 2005 Q4  0.37591485  0.82191843  0.93365010  20.37236078         -0.1
## 2006 Q1  1.11522822  2.25904474  0.95057853  37.40653542         -0.2
## 2006 Q2  0.53100554  0.14987813  0.59636010 -12.34810568         -0.1
## 2006 Q3  0.58208747  0.28490722  0.33552773 -10.55276140         -0.1
## 2006 Q4  1.01434389  1.30059162  0.25603401   6.03100080         -0.1
## 2007 Q1  0.52486184  0.65373993  0.91794957   6.60516929          0.0
## 2007 Q2  0.33874119  0.19260870  1.19594247  -7.23648452          0.2
## 2007 Q3  0.44391875  0.26238732  0.22356909  -9.00674555          0.1
## 2007 Q4  0.12505584  0.08392938  0.16424632   2.32887238          0.3
## 2008 Q1 -0.20652548  0.71926565 -0.42872571  29.83728599          0.1
## 2008 Q2  0.16783443  2.08693775 -1.41297022  46.43989041          0.5
## 2008 Q3 -0.72499446 -2.32611860 -3.26349945 -32.53252494          0.5
## 2008 Q4 -1.21068558  0.64019534 -4.35417741  36.31240490          1.2
## 2009 Q1 -0.34354370 -0.18888849 -5.75045075   0.92306020          1.4
## 2009 Q2 -0.45174364  0.70899368 -3.00372447  16.09059408          0.8
## 2009 Q3  0.60491332 -1.10343180  1.39880419 -24.49229966          0.3
## 2009 Q4 -0.01115014 -0.13213193  1.54400617   0.84829220          0.1
## 2010 Q1  0.53481740  0.10094986  1.88006931  -5.54399051          0.0
## 2010 Q2  0.81040406  1.29229259  2.05402479  11.65612884         -0.5
## 2010 Q3  0.64501881  0.49678098  1.42683671  -0.35208609          0.1
## 2010 Q4  1.01833874  0.69495229  0.37927209  -3.27335958         -0.2
## 2011 Q1  0.50041315  1.21571502  0.50174040  14.33860193         -0.3
## 2011 Q2  0.20141978 -0.15658108  0.21878696  -4.07705131          0.1
## 2011 Q3  0.43372599  0.52891255  1.01113866   2.72250400         -0.1
## 2011 Q4  0.33593895  0.06074719  0.85151692  -3.45447712         -0.5
## 2012 Q1  0.60108995  1.62204885  0.88651817  17.62530510         -0.3
## 2012 Q2  0.16942956  0.76689543  0.62923586   8.96949710          0.0
## 2012 Q3  0.26416034 -0.05071452  0.07880166  -3.04922177         -0.4
## 2012 Q4  0.27877186  2.59106697  0.63305509  29.04670355          0.1
## 2013 Q1  0.46861292 -4.26525047  0.67713243 -68.78826698         -0.4
## 2013 Q2  0.20545802  0.58146541  0.30744961   7.81647729          0.0
## 2013 Q3  0.46641787  0.58328912  0.23440888   3.49400682         -0.3
## 2013 Q4  0.83917367  0.21494896  0.79208722 -11.27661450         -0.5
## 2014 Q1  0.47345118  1.10369487  0.54709166  13.52020248          0.0
## 2014 Q2  0.93375698  1.29390492  1.33801074   8.24404770         -0.6
## 2014 Q3  0.91687178  0.99853396  0.62352731   2.46195256         -0.2
## 2014 Q4  1.12533250  1.04641801  0.90355427  -1.51305022         -0.3
## 2015 Q1  0.59624005  0.49040680 -0.46710878  -0.75840017         -0.2
## 2015 Q2  0.70814389  0.95495949 -0.69702162   5.02391773         -0.1
## 2015 Q3  0.66496956  0.80166267  0.38060610   3.18092976         -0.3
## 2015 Q4  0.56167978  0.74006260 -0.84554638   3.48278601          0.0
## 2016 Q1  0.40468216  0.51902540 -0.41793048   2.23653405          0.0
## 2016 Q2  1.04770741  0.72372078 -0.20331883  -2.72150106         -0.1
## 2016 Q3  0.72959779  0.64470081  0.47491844  -0.57285793          0.0

autoplot(uschange[,3:5])

#plot de serie de dato
ts.plot(series[,3:5], xlab="Tiempo",col=c(1,2))

#Búsqueda de parámetros
selection <- VARselect(diff(uschange[,3:5], lag.max=8,type="const"))
selection$selection

## AIC(n)  HQ(n)  SC(n) FPE(n) 
##      9      2      2      9

selection$criteria

##                1         2         3         4         5         6         7
## AIC(n)  3.436555  3.231630  3.171545  3.130977  3.049706  3.043823  3.039028
## HQ(n)   3.524233  3.385065  3.390738  3.415928  3.400415  3.460290  3.521253
## SC(n)   3.652725  3.609926  3.711969  3.833527  3.914383  4.070628  4.227959
## FPE(n) 31.080448 25.324080 23.853065 22.914855 21.141037 21.038571 20.967451
##                8         9        10
## AIC(n)  2.904622  2.842927  2.872727
## HQ(n)   3.452605  3.456668  3.552225
## SC(n)   4.255681  4.356113  4.548039
## FPE(n) 18.364598 17.306893 17.883236

#Creación de modelo
modelo1<-VAR(uschange[,3:5],p=2,season = NULL, exog = NULL, type = "const")
modelo1

## 
## VAR Estimation Results:
## ======================= 
## 
## Estimated coefficients for equation Production: 
## =============================================== 
## Call:
## Production = Production.l1 + Savings.l1 + Unemployment.l1 + Production.l2 + Savings.l2 + Unemployment.l2 + const 
## 
##   Production.l1      Savings.l1 Unemployment.l1   Production.l2      Savings.l2 
##     0.443231138    -0.009833695    -1.253057668    -0.057492433    -0.010006992 
## Unemployment.l2           const 
##     0.530690891     0.350422160 
## 
## 
## Estimated coefficients for equation Savings: 
## ============================================ 
## Call:
## Savings = Production.l1 + Savings.l1 + Unemployment.l1 + Production.l2 + Savings.l2 + Unemployment.l2 + const 
## 
##   Production.l1      Savings.l1 Unemployment.l1   Production.l2      Savings.l2 
##     -2.05568244     -0.29606465     -6.81463534      1.78019819     -0.02382193 
## Unemployment.l2           const 
##      7.99531280      1.67866777 
## 
## 
## Estimated coefficients for equation Unemployment: 
## ================================================= 
## Call:
## Unemployment = Production.l1 + Savings.l1 + Unemployment.l1 + Production.l2 + Savings.l2 + Unemployment.l2 + const 
## 
##   Production.l1      Savings.l1 Unemployment.l1   Production.l2      Savings.l2 
##    -0.036884554     0.002444545     0.337627743     0.025596317     0.001637642 
## Unemployment.l2           const 
##     0.197630824    -0.001302766

GrangerOutputGap <-causality(modelo1, cause = 'Production')
GrangerOutputGap

## $Granger
## 
##  Granger causality H0: Production do not Granger-cause Savings
##  Unemployment
## 
## data:  VAR object modelo1
## F-Test = 1.6836, df1 = 4, df2 = 534, p-value = 0.1523
## 
## 
## $Instant
## 
##  H0: No instantaneous causality between: Production and Savings
##  Unemployment
## 
## data:  VAR object modelo1
## Chi-squared = 62.938, df = 2, p-value = 2.154e-14

GrangerOutputGap <-causality(modelo1, cause = 'Savings')
GrangerOutputGap

## $Granger
## 
##  Granger causality H0: Savings do not Granger-cause Production
##  Unemployment
## 
## data:  VAR object modelo1
## F-Test = 0.87711, df1 = 4, df2 = 534, p-value = 0.4773
## 
## 
## $Instant
## 
##  H0: No instantaneous causality between: Savings and Production
##  Unemployment
## 
## data:  VAR object modelo1
## Chi-squared = 3.3871, df = 2, p-value = 0.1839

GrangerOutputGap <-causality(modelo1, cause = 'Unemployment')
GrangerOutputGap

## $Granger
## 
##  Granger causality H0: Unemployment do not Granger-cause Production
##  Savings
## 
## data:  VAR object modelo1
## F-Test = 4.2428, df1 = 4, df2 = 534, p-value = 0.002173
## 
## 
## $Instant
## 
##  H0: No instantaneous causality between: Unemployment and Production
##  Savings
## 
## data:  VAR object modelo1
## Chi-squared = 63.278, df = 2, p-value = 1.821e-14

#OutputGap-> Inflation -> RRP
#Setting the Restrictions
amat <- diag(3)
amat[2,1] <- NA
amat[3,1] <- NA
amat[3,2] <- NA
amat

##      [,1] [,2] [,3]
## [1,]    1    0    0
## [2,]   NA    1    0
## [3,]   NA   NA    1

SVARMod1 <- SVAR(modelo1, Amat = amat, Bmat = NULL, hessian = TRUE, estmethod =
                   c("scoring", "direct"))

## Warning in SVAR(modelo1, Amat = amat, Bmat = NULL, hessian = TRUE, estmethod =
## c("scoring", : Convergence not achieved after 100 iterations. Convergence value:
## 1 .

SVARMod1

## 
## SVAR Estimation Results:
## ======================== 
## 
## 
## Estimated A matrix:
##              Production Savings Unemployment
## Production        1.000   0.000            0
## Savings           1.066   1.000            0
## Unemployment     -0.543  -0.734            1

#Impulse Response Functions
SVARog <- irf(SVARMod1, impulse = "Savings", response = "Production", n.ahead = 24)

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

SVARog

## 
## Impulse response coefficients
## $Savings
##          Production
##  [1,]  0.000000e+00
##  [2,] -9.295865e-01
##  [3,] -2.939957e-01
##  [4,] -2.823918e-01
##  [5,] -1.870235e-01
##  [6,] -1.146231e-01
##  [7,] -7.710327e-02
##  [8,] -4.980102e-02
##  [9,] -3.231458e-02
## [10,] -2.129820e-02
## [11,] -1.391483e-02
## [12,] -9.144681e-03
## [13,] -5.999711e-03
## [14,] -3.937064e-03
## [15,] -2.582624e-03
## [16,] -1.694178e-03
## [17,] -1.111055e-03
## [18,] -7.287379e-04
## [19,] -4.779287e-04
## [20,] -3.134632e-04
## [21,] -2.055897e-04
## [22,] -1.348427e-04
## [23,] -8.844026e-05
## [24,] -5.800645e-05
## [25,] -3.804522e-05
## 
## 
## Lower Band, CI= 0.95 
## $Savings
##         Production
##  [1,]  0.000000000
##  [2,] -1.628560953
##  [3,] -0.957370505
##  [4,] -0.856100481
##  [5,] -0.755426566
##  [6,] -0.527317861
##  [7,] -0.388990263
##  [8,] -0.274669745
##  [9,] -0.211068060
## [10,] -0.156296306
## [11,] -0.118866276
## [12,] -0.090106764
## [13,] -0.068461142
## [14,] -0.052098417
## [15,] -0.039626294
## [16,] -0.030065616
## [17,] -0.022850146
## [18,] -0.017321322
## [19,] -0.013117251
## [20,] -0.009813455
## [21,] -0.007342527
## [22,] -0.005550867
## [23,] -0.004215005
## [24,] -0.003201272
## [25,] -0.002431895
## 
## 
## Upper Band, CI= 0.95 
## $Savings
##          Production
##  [1,]  0.000000e+00
##  [2,] -1.120574e-01
##  [3,]  4.476269e-01
##  [4,]  2.655526e-01
##  [5,]  3.276344e-01
##  [6,]  1.649003e-01
##  [7,]  1.113453e-01
##  [8,]  5.723796e-02
##  [9,]  3.984210e-02
## [10,]  2.402931e-02
## [11,]  1.662389e-02
## [12,]  8.698386e-03
## [13,]  4.564595e-03
## [14,]  2.933653e-03
## [15,]  2.014453e-03
## [16,]  1.002604e-03
## [17,]  3.951108e-04
## [18,]  2.301974e-04
## [19,]  1.438688e-04
## [20,]  8.473564e-05
## [21,]  5.278330e-05
## [22,]  3.139749e-05
## [23,]  2.668181e-05
## [24,]  2.403008e-05
## [25,]  1.906840e-05

plot(SVARog)

SVARig <- irf(SVARMod1, impulse = "Savings", response = "Unemployment", n.ahead = 24)

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

SVARig

## 
## Impulse response coefficients
## $Savings
##       Unemployment
##  [1,] 7.340067e-01
##  [2,] 2.502656e-01
##  [3,] 2.525327e-01
##  [4,] 1.317204e-01
##  [5,] 1.026593e-01
##  [6,] 6.014995e-02
##  [7,] 4.247762e-02
##  [8,] 2.657370e-02
##  [9,] 1.791363e-02
## [10,] 1.154561e-02
## [11,] 7.652423e-03
## [12,] 4.985846e-03
## [13,] 3.284273e-03
## [14,] 2.148443e-03
## [15,] 1.411563e-03
## [16,] 9.248516e-04
## [17,] 6.069936e-04
## [18,] 3.979490e-04
## [19,] 2.610728e-04
## [20,] 1.712039e-04
## [21,] 1.123003e-04
## [22,] 7.365067e-05
## [23,] 4.830789e-05
## [24,] 3.168335e-05
## [25,] 2.078079e-05
## 
## 
## Lower Band, CI= 0.95 
## $Savings
##        Unemployment
##  [1,]  2.279388e-01
##  [2,]  4.103898e-02
##  [3,]  6.088631e-02
##  [4,] -5.719955e-04
##  [5,] -3.413771e-03
##  [6,] -6.469725e-03
##  [7,] -3.754906e-03
##  [8,] -3.553991e-04
##  [9,] -7.428336e-04
## [10,] -1.024855e-03
## [11,] -3.861153e-04
## [12,] -7.524591e-04
## [13,] -3.180834e-04
## [14,] -2.761696e-04
## [15,] -1.573331e-04
## [16,] -9.055847e-05
## [17,] -4.898826e-05
## [18,] -2.911177e-05
## [19,] -1.575792e-05
## [20,] -9.969067e-06
## [21,] -5.577318e-06
## [22,] -3.316284e-06
## [23,] -4.103207e-06
## [24,] -2.494656e-06
## [25,] -1.436844e-06
## 
## 
## Upper Band, CI= 0.95 
## $Savings
##       Unemployment
##  [1,] 0.9000000000
##  [2,] 0.4584482523
##  [3,] 0.4657462662
##  [4,] 0.2821884786
##  [5,] 0.2490926931
##  [6,] 0.1719863745
##  [7,] 0.1414865589
##  [8,] 0.0964519666
##  [9,] 0.0770180121
## [10,] 0.0557970112
## [11,] 0.0435294001
## [12,] 0.0320432847
## [13,] 0.0244747026
## [14,] 0.0183331197
## [15,] 0.0139297806
## [16,] 0.0104760359
## [17,] 0.0079379525
## [18,] 0.0059821647
## [19,] 0.0045261130
## [20,] 0.0034146448
## [21,] 0.0025815313
## [22,] 0.0019487322
## [23,] 0.0014726907
## [24,] 0.0011120507
## [25,] 0.0008402251

plot(SVARig)

SVARug <- irf(SVARMod1, impulse = "Production", response = "Savings", n.ahead = 24)

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

SVARug

## 
## Impulse response coefficients
## $Production
##             Savings
##  [1,] -1.065595e+00
##  [2,] -1.105134e-01
##  [3,] -8.030959e-01
##  [4,]  6.064280e-01
##  [5,] -3.255031e-01
##  [6,]  5.063553e-02
##  [7,] -8.557942e-02
##  [8,] -2.422069e-02
##  [9,] -2.925908e-02
## [10,] -1.382481e-02
## [11,] -1.113742e-02
## [12,] -6.151134e-03
## [13,] -4.427049e-03
## [14,] -2.709346e-03
## [15,] -1.848469e-03
## [16,] -1.184718e-03
## [17,] -7.898626e-04
## [18,] -5.137291e-04
## [19,] -3.391400e-04
## [20,] -2.216377e-04
## [21,] -1.457117e-04
## [22,] -9.541983e-05
## [23,] -6.263722e-05
## [24,] -4.105655e-05
## [25,] -2.693728e-05
## 
## 
## Lower Band, CI= 0.95 
## $Production
##            Savings
##  [1,] -2.443914425
##  [2,] -1.729870971
##  [3,] -3.128894803
##  [4,] -0.170501866
##  [5,] -1.197573808
##  [6,] -0.396061058
##  [7,] -0.446618460
##  [8,] -0.269742591
##  [9,] -0.217630773
## [10,] -0.157963366
## [11,] -0.099008111
## [12,] -0.077076175
## [13,] -0.056581325
## [14,] -0.040407274
## [15,] -0.030706733
## [16,] -0.022263658
## [17,] -0.016534786
## [18,] -0.012257985
## [19,] -0.009011114
## [20,] -0.006696948
## [21,] -0.004943777
## [22,] -0.003659771
## [23,] -0.002712718
## [24,] -0.002006772
## [25,] -0.001488303
## 
## 
## Upper Band, CI= 0.95 
## $Production
##             Savings
##  [1,] -2.651150e-02
##  [2,]  2.505423e+00
##  [3,]  9.197502e-01
##  [4,]  1.727699e+00
##  [5,]  9.816409e-02
##  [6,]  4.522599e-01
##  [7,]  5.221462e-02
##  [8,]  1.069683e-01
##  [9,]  1.831398e-02
## [10,]  3.461412e-02
## [11,]  7.280353e-03
## [12,]  1.243894e-02
## [13,]  3.936458e-03
## [14,]  4.753197e-03
## [15,]  9.779421e-04
## [16,]  2.170303e-03
## [17,]  4.589216e-04
## [18,]  1.004323e-03
## [19,]  2.425559e-04
## [20,]  4.092181e-04
## [21,]  1.427197e-04
## [22,]  1.633258e-04
## [23,]  5.016274e-05
## [24,]  6.471806e-05
## [25,]  1.955700e-05

plot(SVARug)

SVARag <- irf(SVARMod1, impulse = "Production", response = "Unemployment", n.ahead = 24)

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

SVARag

## 
## Impulse response coefficients
## $Production
##        Unemployment
##  [1,] -2.391447e-01
##  [2,] -1.202313e-01
##  [3,] -9.206250e-02
##  [4,] -4.920996e-02
##  [5,] -3.239320e-02
##  [6,] -1.891418e-02
##  [7,] -1.268638e-02
##  [8,] -8.055132e-03
##  [9,] -5.405810e-03
## [10,] -3.530352e-03
## [11,] -2.341782e-03
## [12,] -1.533635e-03
## [13,] -1.009359e-03
## [14,] -6.609225e-04
## [15,] -4.337782e-04
## [16,] -2.842202e-04
## [17,] -1.864448e-04
## [18,] -1.222404e-04
## [19,] -8.018517e-05
## [20,] -5.258718e-05
## [21,] -3.449377e-05
## [22,] -2.262331e-05
## [23,] -1.483869e-05
## [24,] -9.732290e-06
## [25,] -6.383273e-06
## 
## 
## Lower Band, CI= 0.95 
## $Production
##        Unemployment
##  [1,] -0.3896619337
##  [2,] -0.1772505879
##  [3,] -0.1601789137
##  [4,] -0.0990211454
##  [5,] -0.0725486954
##  [6,] -0.0532249704
##  [7,] -0.0383659757
##  [8,] -0.0289228814
##  [9,] -0.0211535549
## [10,] -0.0156715580
## [11,] -0.0115716521
## [12,] -0.0085188283
## [13,] -0.0064753578
## [14,] -0.0048917979
## [15,] -0.0037288716
## [16,] -0.0028269555
## [17,] -0.0021536957
## [18,] -0.0016356288
## [19,] -0.0012463798
## [20,] -0.0009571576
## [21,] -0.0007402874
## [22,] -0.0005716947
## [23,] -0.0004420106
## [24,] -0.0003414499
## [25,] -0.0002639571
## 
## 
## Upper Band, CI= 0.95 
## $Production
##        Unemployment
##  [1,] -1.607702e-01
##  [2,] -7.354359e-02
##  [3,] -3.924756e-02
##  [4,] -1.227523e-03
##  [5,]  2.486705e-03
##  [6,]  1.170533e-03
##  [7,]  3.621679e-03
##  [8,]  2.081268e-03
##  [9,]  1.041414e-03
## [10,]  6.028172e-04
## [11,]  2.960495e-04
## [12,]  1.054495e-04
## [13,]  1.011379e-04
## [14,]  5.315213e-05
## [15,]  5.165400e-05
## [16,]  5.418373e-05
## [17,]  3.483164e-05
## [18,]  2.096015e-05
## [19,]  6.539330e-06
## [20,]  8.285339e-06
## [21,]  2.697068e-06
## [22,]  3.431496e-06
## [23,]  9.282240e-07
## [24,]  9.272986e-07
## [25,]  2.778822e-07

plot(SVARag)

SVARig <- irf(SVARMod1, impulse = "Unemployment", response = "Savings", n.ahead = 24)

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

SVARig

## 
## Impulse response coefficients
## $Unemployment
##             Savings
##  [1,]  0.0000000000
##  [2,] -6.8146353445
##  [3,] 10.2879641580
##  [4,] -3.9571387983
##  [5,]  2.5414920583
##  [6,] -0.3381604256
##  [7,]  0.4655978597
##  [8,]  0.0681611803
##  [9,]  0.1361728821
## [10,]  0.0502707004
## [11,]  0.0506470332
## [12,]  0.0255546474
## [13,]  0.0199766310
## [14,]  0.0118025340
## [15,]  0.0082574553
## [16,]  0.0052063516
## [17,]  0.0034998707
## [18,]  0.0022599816
## [19,]  0.0014970110
## [20,]  0.0009757668
## [21,]  0.0006425049
## [22,]  0.0004203798
## [23,]  0.0002761412
## [24,]  0.0001809425
## [25,]  0.0001187475
## 
## 
## Lower Band, CI= 0.95 
## $Unemployment
##             Savings
##  [1,]  0.000000e+00
##  [2,] -1.307120e+01
##  [3,]  3.496298e+00
##  [4,] -8.811012e+00
##  [5,]  9.927614e-02
##  [6,] -2.378416e+00
##  [7,] -1.611002e-01
##  [8,] -6.019333e-01
##  [9,] -1.245457e-01
## [10,] -1.617036e-01
## [11,] -5.510282e-02
## [12,] -5.143958e-02
## [13,] -3.204918e-02
## [14,] -2.812400e-02
## [15,] -1.162744e-02
## [16,] -1.549251e-02
## [17,] -4.223148e-03
## [18,] -5.909345e-03
## [19,] -1.883295e-03
## [20,] -1.909129e-03
## [21,] -8.896438e-04
## [22,] -7.390015e-04
## [23,] -4.745274e-04
## [24,] -3.588429e-04
## [25,] -2.514592e-04
## 
## 
## Upper Band, CI= 0.95 
## $Unemployment
##            Savings
##  [1,]  0.000000000
##  [2,]  0.298291533
##  [3,] 19.080118216
##  [4,]  0.542287773
##  [5,]  7.135782726
##  [6,]  1.126122018
##  [7,]  1.912952499
##  [8,]  0.569916423
##  [9,]  0.716838331
## [10,]  0.534436428
## [11,]  0.321029866
## [12,]  0.229994592
## [13,]  0.166475585
## [14,]  0.126031166
## [15,]  0.099060362
## [16,]  0.071525540
## [17,]  0.052689723
## [18,]  0.038770260
## [19,]  0.028557536
## [20,]  0.021029834
## [21,]  0.015491901
## [22,]  0.011413603
## [23,]  0.008410904
## [24,]  0.006199258
## [25,]  0.004570179

plot(SVARig)

SVARig <- irf(SVARMod1, impulse = "Unemployment", response = "Production", n.ahead = 24)

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

SVARig

## 
## Impulse response coefficients
## $Unemployment
##          Production
##  [1,]  0.000000e+00
##  [2,] -1.253058e+00
##  [3,] -3.807573e-01
##  [4,] -3.780430e-01
##  [5,] -2.515371e-01
##  [6,] -1.547458e-01
##  [7,] -1.045050e-01
##  [8,] -6.751131e-02
##  [9,] -4.380365e-02
## [10,] -2.885971e-02
## [11,] -1.884555e-02
## [12,] -1.238236e-02
## [13,] -8.122924e-03
## [14,] -5.330198e-03
## [15,] -3.496566e-03
## [16,] -2.293779e-03
## [17,] -1.504309e-03
## [18,] -9.866855e-04
## [19,] -6.471014e-04
## [20,] -4.244202e-04
## [21,] -2.783621e-04
## [22,] -1.825725e-04
## [23,] -1.197451e-04
## [24,] -7.853868e-05
## [25,] -5.151188e-05
## 
## 
## Lower Band, CI= 0.95 
## $Unemployment
##         Production
##  [1,]  0.000000000
##  [2,] -2.179583205
##  [3,] -1.274618027
##  [4,] -1.090242530
##  [5,] -0.858289653
##  [6,] -0.633513801
##  [7,] -0.484998402
##  [8,] -0.363432745
##  [9,] -0.288690284
## [10,] -0.229032032
## [11,] -0.182820938
## [12,] -0.145886410
## [13,] -0.116497534
## [14,] -0.093151464
## [15,] -0.074518909
## [16,] -0.059290896
## [17,] -0.046167270
## [18,] -0.035953512
## [19,] -0.028003143
## [20,] -0.021813781
## [21,] -0.016994662
## [22,] -0.013241926
## [23,] -0.010319196
## [24,] -0.008042593
## [25,] -0.006269039
## 
## 
## Upper Band, CI= 0.95 
## $Unemployment
##          Production
##  [1,]  0.000000e+00
##  [2,] -6.477229e-01
##  [3,]  3.500104e-01
##  [4,]  3.060414e-01
##  [5,]  2.262194e-01
##  [6,]  1.452362e-01
##  [7,]  8.444397e-02
##  [8,]  5.303569e-02
##  [9,]  3.008986e-02
## [10,]  1.855030e-02
## [11,]  9.356178e-03
## [12,]  5.083623e-03
## [13,]  2.757256e-03
## [14,]  1.597315e-03
## [15,]  9.726091e-04
## [16,]  5.883821e-04
## [17,]  3.829477e-04
## [18,]  1.822321e-04
## [19,]  1.141279e-04
## [20,]  6.763699e-05
## [21,]  3.769520e-05
## [22,]  2.351946e-05
## [23,]  1.527819e-05
## [24,]  9.227032e-06
## [25,]  5.539996e-06

plot(SVARig)

#Forecast Error Variance Decomposition
SVARfevd <- fevd(SVARMod1, n.ahead = 24)
SVARfevd

## $Production
##       Production   Savings Unemployment
##  [1,]  1.0000000 0.0000000    0.0000000
##  [2,]  0.3917108 0.2159327    0.3923565
##  [3,]  0.3844456 0.2195016    0.3960528
##  [4,]  0.3689963 0.2250863    0.4059175
##  [5,]  0.3618348 0.2276262    0.4105391
##  [6,]  0.3591280 0.2285727    0.4122992
##  [7,]  0.3579009 0.2289955    0.4131036
##  [8,]  0.3573928 0.2291704    0.4134368
##  [9,]  0.3571809 0.2292434    0.4135757
## [10,]  0.3570895 0.2292749    0.4136356
## [11,]  0.3570507 0.2292883    0.4136610
## [12,]  0.3570340 0.2292940    0.4136720
## [13,]  0.3570268 0.2292965    0.4136767
## [14,]  0.3570237 0.2292976    0.4136787
## [15,]  0.3570223 0.2292981    0.4136796
## [16,]  0.3570218 0.2292983    0.4136800
## [17,]  0.3570215 0.2292984    0.4136801
## [18,]  0.3570214 0.2292984    0.4136802
## [19,]  0.3570214 0.2292984    0.4136802
## [20,]  0.3570214 0.2292984    0.4136802
## [21,]  0.3570213 0.2292984    0.4136802
## [22,]  0.3570213 0.2292984    0.4136802
## [23,]  0.3570213 0.2292984    0.4136802
## [24,]  0.3570213 0.2292984    0.4136802
## 
## $Savings
##        Production   Savings Unemployment
##  [1,] 0.531723856 0.4682761    0.0000000
##  [2,] 0.014972089 0.3792168    0.6058111
##  [3,] 0.007432599 0.3611918    0.6313756
##  [4,] 0.008133324 0.3596231    0.6322435
##  [5,] 0.008222388 0.3590576    0.6327200
##  [6,] 0.008226409 0.3590449    0.6327287
##  [7,] 0.008242772 0.3590249    0.6327323
##  [8,] 0.008244664 0.3590240    0.6327313
##  [9,] 0.008246882 0.3590223    0.6327309
## [10,] 0.008247452 0.3590219    0.6327306
## [11,] 0.008247779 0.3590217    0.6327305
## [12,] 0.008247885 0.3590216    0.6327305
## [13,] 0.008247937 0.3590216    0.6327305
## [14,] 0.008247957 0.3590216    0.6327305
## [15,] 0.008247966 0.3590216    0.6327305
## [16,] 0.008247970 0.3590216    0.6327305
## [17,] 0.008247971 0.3590216    0.6327305
## [18,] 0.008247972 0.3590216    0.6327305
## [19,] 0.008247972 0.3590216    0.6327305
## [20,] 0.008247972 0.3590216    0.6327305
## [21,] 0.008247972 0.3590216    0.6327305
## [22,] 0.008247972 0.3590216    0.6327305
## [23,] 0.008247972 0.3590216    0.6327305
## [24,] 0.008247972 0.3590216    0.6327305
## 
## $Unemployment
##       Production   Savings Unemployment
##  [1,] 0.03583444 0.3375819    0.6265837
##  [2,] 0.04009194 0.3365340    0.6233740
##  [3,] 0.04055354 0.3366779    0.6227686
##  [4,] 0.04071962 0.3366980    0.6225824
##  [5,] 0.04061871 0.3367685    0.6226128
##  [6,] 0.04058357 0.3367924    0.6226241
##  [7,] 0.04055797 0.3368060    0.6226361
##  [8,] 0.04054887 0.3368110    0.6226401
##  [9,] 0.04054461 0.3368133    0.6226421
## [10,] 0.04054300 0.3368142    0.6226428
## [11,] 0.04054229 0.3368146    0.6226431
## [12,] 0.04054200 0.3368148    0.6226432
## [13,] 0.04054188 0.3368148    0.6226433
## [14,] 0.04054183 0.3368149    0.6226433
## [15,] 0.04054180 0.3368149    0.6226433
## [16,] 0.04054179 0.3368149    0.6226433
## [17,] 0.04054179 0.3368149    0.6226433
## [18,] 0.04054179 0.3368149    0.6226433
## [19,] 0.04054178 0.3368149    0.6226433
## [20,] 0.04054178 0.3368149    0.6226433
## [21,] 0.04054178 0.3368149    0.6226433
## [22,] 0.04054178 0.3368149    0.6226433
## [23,] 0.04054178 0.3368149    0.6226433
## [24,] 0.04054178 0.3368149    0.6226433

plot(SVARfevd)

autoplot(forecast(modelo1))

#MODELO 2
modelo2<-VAR(uschange[,4:5],p=2,season = NULL, exog = NULL, type = "const")
modelo2

## 
## VAR Estimation Results:
## ======================= 
## 
## Estimated coefficients for equation Savings: 
## ============================================ 
## Call:
## Savings = Savings.l1 + Unemployment.l1 + Savings.l2 + Unemployment.l2 + const 
## 
##      Savings.l1 Unemployment.l1      Savings.l2 Unemployment.l2           const 
##     -0.31019482     -1.75419918     -0.01814732      4.29001803      1.53899040 
## 
## 
## Estimated coefficients for equation Unemployment: 
## ================================================= 
## Call:
## Unemployment = Savings.l1 + Unemployment.l1 + Savings.l2 + Unemployment.l2 + const 
## 
##      Savings.l1 Unemployment.l1      Savings.l2 Unemployment.l2           const 
##     0.002245930     0.430577964     0.001741213     0.150607570    -0.007290679

GrangerOutputGap <-causality(modelo2, cause = 'Savings')
GrangerOutputGap

## $Granger
## 
##  Granger causality H0: Savings do not Granger-cause Unemployment
## 
## data:  VAR object modelo2
## F-Test = 0.9759, df1 = 2, df2 = 360, p-value = 0.3778
## 
## 
## $Instant
## 
##  H0: No instantaneous causality between: Savings and Unemployment
## 
## data:  VAR object modelo2
## Chi-squared = 4.2326, df = 1, p-value = 0.03965

GrangerOutputGap <-causality(modelo2, cause = 'Unemployment')
GrangerOutputGap

## $Granger
## 
##  Granger causality H0: Unemployment do not Granger-cause Savings
## 
## data:  VAR object modelo2
## F-Test = 1.0118, df1 = 2, df2 = 360, p-value = 0.3646
## 
## 
## $Instant
## 
##  H0: No instantaneous causality between: Unemployment and Savings
## 
## data:  VAR object modelo2
## Chi-squared = 4.2326, df = 1, p-value = 0.03965

#MODELO 3
modelo3<-VAR(uschange[,3:4],p=2,season = NULL, exog = NULL, type = "const")
modelo3

## 
## VAR Estimation Results:
## ======================= 
## 
## Estimated coefficients for equation Production: 
## =============================================== 
## Call:
## Production = Production.l1 + Savings.l1 + Production.l2 + Savings.l2 + const 
## 
## Production.l1    Savings.l1 Production.l2    Savings.l2         const 
##    0.64856104   -0.01313324   -0.13464968   -0.01096821    0.28841248 
## 
## 
## Estimated coefficients for equation Savings: 
## ============================================ 
## Call:
## Savings = Production.l1 + Savings.l1 + Production.l2 + Savings.l2 + const 
## 
## Production.l1    Savings.l1 Production.l2    Savings.l2         const 
##   -1.14207389   -0.32385280    0.49610965   -0.02622256    1.94039082

GrangerOutputGap <-causality(modelo3, cause = 'Production')
GrangerOutputGap

## $Granger
## 
##  Granger causality H0: Production do not Granger-cause Savings
## 
## data:  VAR object modelo3
## F-Test = 1.0934, df1 = 2, df2 = 360, p-value = 0.3362
## 
## 
## $Instant
## 
##  H0: No instantaneous causality between: Production and Savings
## 
## data:  VAR object modelo3
## Chi-squared = 0.7229, df = 1, p-value = 0.3952

GrangerOutputGap <-causality(modelo3, cause = 'Savings')
GrangerOutputGap

## $Granger
## 
##  Granger causality H0: Savings do not Granger-cause Production
## 
## data:  VAR object modelo3
## F-Test = 2.2777, df1 = 2, df2 = 360, p-value = 0.104
## 
## 
## $Instant
## 
##  H0: No instantaneous causality between: Savings and Production
## 
## data:  VAR object modelo3
## Chi-squared = 0.7229, df = 1, p-value = 0.3952

amat <- diag(2)
amat[2,1] <- NA
amat[1,2] <- NA
amat

##      [,1] [,2]
## [1,]    1   NA
## [2,]   NA    1

SVARMod2 <- SVAR(modelo3, Amat = amat, Bmat = NULL, hessian = TRUE, estmethod =
                   c("scoring", "direct"))

## Warning in SVAR(modelo3, Amat = amat, Bmat = NULL, hessian = TRUE, estmethod =
## c("scoring", : Convergence not achieved after 100 iterations. Convergence value:
## 1 .

SVARMod2

## 
## SVAR Estimation Results:
## ======================== 
## 
## 
## Estimated A matrix:
##            Production Savings
## Production      1.000    -0.9
## Savings         2.108     1.0

SVARug <- irf(SVARMod2, impulse = "Production", response = "Savings", n.ahead = 24)

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat =
## amat, : Convergence not achieved after 100 iterations. Convergence value:
## 0.011705942689201 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

## Warning in SVAR(x = varboot, estmethod = c("scoring", "direct"), Amat = amat, :
## Convergence not achieved after 100 iterations. Convergence value: 1 .

SVARug

## 
## Impulse response coefficients
## $Production
##             Savings
##  [1,] -7.276283e-01
##  [2,] -1.585246e-01
##  [3,] -2.491304e-02
##  [4,] -3.280260e-03
##  [5,]  7.128644e-03
##  [6,]  4.039509e-03
##  [7,]  2.060136e-03
##  [8,]  8.108005e-04
##  [9,]  2.483339e-04
## [10,]  5.400191e-05
## [11,] -1.708271e-06
## [12,] -9.477274e-06
## [13,] -6.526917e-06
## [14,] -3.176805e-06
## [15,] -1.239883e-06
## [16,] -3.870265e-07
## [17,] -8.126014e-08
## [18,]  2.811419e-09
## [19,]  1.479181e-08
## [20,]  1.012898e-08
## [21,]  4.909289e-09
## [22,]  1.914244e-09
## [23,]  5.953167e-10
## [24,]  1.241757e-10
## [25,] -4.940001e-12
## 
## 
## Lower Band, CI= 0.95 
## $Production
##             Savings
##  [1,] -9.169017e-01
##  [2,] -1.031825e+00
##  [3,] -4.325396e-01
##  [4,] -1.519978e-01
##  [5,] -1.057986e-01
##  [6,] -3.509898e-02
##  [7,] -3.001659e-02
##  [8,] -1.729578e-02
##  [9,] -9.369369e-03
## [10,] -5.216832e-03
## [11,] -2.864116e-03
## [12,] -1.356013e-03
## [13,] -7.836774e-04
## [14,] -4.954629e-04
## [15,] -2.844264e-04
## [16,] -1.820847e-04
## [17,] -8.432002e-05
## [18,] -5.001560e-05
## [19,] -2.982961e-05
## [20,] -1.809648e-05
## [21,] -1.062178e-05
## [22,] -6.341618e-06
## [23,] -4.108188e-06
## [24,] -2.624592e-06
## [25,] -1.352355e-06
## 
## 
## Upper Band, CI= 0.95 
## $Production
##             Savings
##  [1,] -6.192975e-01
##  [2,]  3.136069e-01
##  [3,]  4.721407e-01
##  [4,]  1.826849e-01
##  [5,]  1.367546e-01
##  [6,]  7.011853e-02
##  [7,]  2.249048e-02
##  [8,]  9.422764e-03
##  [9,]  5.533467e-03
## [10,]  1.914885e-03
## [11,]  2.169730e-03
## [12,]  1.026953e-03
## [13,]  4.522448e-04
## [14,]  1.585428e-04
## [15,]  9.313389e-05
## [16,]  6.057224e-05
## [17,]  4.474733e-05
## [18,]  1.251528e-05
## [19,]  1.431233e-05
## [20,]  4.912806e-06
## [21,]  5.128932e-06
## [22,]  1.103381e-06
## [23,]  1.064078e-06
## [24,]  5.137944e-07
## [25,]  4.049686e-07

plot(SVARug)

#Forecast Error Variance Decomposition
SVARfevd <- fevd(SVARMod2, n.ahead = 24)
SVARfevd

## $Production
##       Production   Savings
##  [1,]  0.5524862 0.4475138
##  [2,]  0.5620474 0.4379526
##  [3,]  0.5663296 0.4336704
##  [4,]  0.5669196 0.4330804
##  [5,]  0.5670046 0.4329954
##  [6,]  0.5670101 0.4329899
##  [7,]  0.5670100 0.4329900
##  [8,]  0.5670100 0.4329900
##  [9,]  0.5670100 0.4329900
## [10,]  0.5670100 0.4329900
## [11,]  0.5670100 0.4329900
## [12,]  0.5670100 0.4329900
## [13,]  0.5670100 0.4329900
## [14,]  0.5670100 0.4329900
## [15,]  0.5670100 0.4329900
## [16,]  0.5670100 0.4329900
## [17,]  0.5670100 0.4329900
## [18,]  0.5670100 0.4329900
## [19,]  0.5670100 0.4329900
## [20,]  0.5670100 0.4329900
## [21,]  0.5670100 0.4329900
## [22,]  0.5670100 0.4329900
## [23,]  0.5670100 0.4329900
## [24,]  0.5670100 0.4329900
## 
## $Savings
##       Production   Savings
##  [1,]  0.8163351 0.1836649
##  [2,]  0.6221815 0.3778185
##  [3,]  0.6189233 0.3810767
##  [4,]  0.6187944 0.3812056
##  [5,]  0.6187863 0.3812137
##  [6,]  0.6187824 0.3812176
##  [7,]  0.6187829 0.3812171
##  [8,]  0.6187829 0.3812171
##  [9,]  0.6187829 0.3812171
## [10,]  0.6187829 0.3812171
## [11,]  0.6187829 0.3812171
## [12,]  0.6187829 0.3812171
## [13,]  0.6187829 0.3812171
## [14,]  0.6187829 0.3812171
## [15,]  0.6187829 0.3812171
## [16,]  0.6187829 0.3812171
## [17,]  0.6187829 0.3812171
## [18,]  0.6187829 0.3812171
## [19,]  0.6187829 0.3812171
## [20,]  0.6187829 0.3812171
## [21,]  0.6187829 0.3812171
## [22,]  0.6187829 0.3812171
## [23,]  0.6187829 0.3812171
## [24,]  0.6187829 0.3812171

plot(SVARfevd)

autoplot(forecast(modelo3))