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Richard Hardy
Richard Hardy
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I have data for three commodities for which I conducted a time series analysis using VARselectVARselect and VARVAR functions in "vars" package in R.

How do I describe their joint evolution using the VAR model.Also, I know how to generate scatter plots for pairwise correlation but would like to know how to create pair-wise correlation plots using a three-month window for the data?

  • How do I describe their joint evolution using the VAR model?
  • Also, I know how to generate scatter plots for pairwise correlation but would like to know how to create pair-wise correlation plots using a three-month window for the data?

I have data for three commodities for which I conducted a time series analysis using VARselect and VAR functions in R.

How do I describe their joint evolution using the VAR model.Also, I know how to generate scatter plots for pairwise correlation but would like to know how to create pair-wise correlation plots using a three-month window for the data?

I have data for three commodities for which I conducted a time series analysis using VARselect and VAR functions in "vars" package in R.

  • How do I describe their joint evolution using the VAR model?
  • Also, I know how to generate scatter plots for pairwise correlation but would like to know how to create pair-wise correlation plots using a three-month window for the data?
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user120973
user120973
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Joint evolution using VAR model and pairwise correlation plot in R

I have data for three commodities for which I conducted a time series analysis using VARselect and VAR functions in R.

How do I describe their joint evolution using the VAR model.Also, I know how to generate scatter plots for pairwise correlation but would like to know how to create pair-wise correlation plots using a three-month window for the data?