Hello, hopefully someone can help!
I want to estimate a bivariate VAR(2) model in R using the package containing var.sim (this package is called tsDYN)
It is quite obvious how this is done with just one variable and a single matrix but when it comes to two I can't seem to work out the code?
ts.plot(var1, type="l", col=c(1,2))
but I want to simulate data for the following model.
Would anyone be able to offer a hand or is familiar with this package !