Maybe you could have a look at package markets (disclosure, I am the maintainer).
I am not exactly sure how you would like to estimate the shocks. If you have an identifying shock variable or you can use a pre-post dummy variable, you could check the estimated coefficient of the variable when used in the demand and supply equations. Otherwise, if you do not have such a variable, maybe you could check the residuals of the demand and supply equations. Kind regards, Pantelis -----Original Message----- From: R-help <r-help-boun...@r-project.org> On Behalf Of Muhammad Zubair Chishti Sent: Thursday, June 30, 2022 8:15 AM To: r-help@r-project.org Subject: [R] Kindly help Dear Experts, I hope that you are doing well. Kindly help me how to estimate demand and supply shocks of oil prices in R? Regards Muhammad Zubair Chishti [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.