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angusmoore avatar angusmoore commented on July 19, 2024

Hi Cherry0809,

What you are encountering is that the tvarGIRF library does not support TVARs with external transition variables (e.g. you have used thVar = tvn in creating your threshold VAR. Because GIRFs need to simulate the data, tvarGIRF can't handle external transition variables because it doesn't know how to simulate that series.

(The error message you got obviously didn't explain that - I've fixed that up, thank you. It will now provide a more helpful error message.)

from tvargirf.

Cherry0809 avatar Cherry0809 commented on July 19, 2024

from tvargirf.

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