Hello Gang,
thanks for the quick reply. If I understood it correctly, to run 1dSVAR semi-automatically, I could make a `custom' copy of the R script and substitute the actual answers for the corresponding readline() commands, right? I haven't thought about that, that seems pretty easy and it's a good occasion to get some familiarity with the code.
As for the numerical solution issue when loops are present, is this a problem even with the direct approach, in the sense that even though the program doesn't crash, its results may not valid?
As a related question, if you have a set of ROIs whose network structure you're interested in exploring (and, of course, you don't actually know a priori who's connected to whom), would you think it's a legitimate strategy to examine first the simple partial correlation matrix (using 1ddot, as suggested by Bob in a previous e-mail on the list) and then make a connection matrix for 1dSVAR where the edges to estimate (NA values) are only chosen among those that had a partial correlation coefficient significantly different from zero?
thanks again for your comments,
giuseppe
