Hi!
I am trying to model an SVAR of two variables, log of the real copper price (I(1)) and non mining investment as a percentage of GDP (I(0)), both series are non-cointegrated. My idea is to be able to see the effects of shocks in the copper price in non mining investment, and for that I would like to be able to differentiate between permanent and transitory shocks to the copper price, but I don't know how to do that in R.
Could anyone help me? Thank you!