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Hi everybody, I'm trying to construct a VAR model where the output variables can influence each other in the same time period, for example: x1_t = ax1_t-1 + bx2_t-1 + e1 x2_t = cx1_t + dx2_t-1 + e2 So x2_t is influenced by x1_t. Does anybody know how to construct such a model using the dse package? If I write AX = ... I know I could get rid of the A matrix by multiplying both sides with the inverse matrix A^(-1). Does this method always work or is it restricted to certain cases of the covariance matrix E? Thanks a lot for your help! Wolfgang _______________________________________________________ WEB.DE Video-Mail - Sagen Sie mehr mit bewegten Bildern ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
