I am estimating a GMM panel VAR with the function “pvargmm”, but when I want to generate the generalized impulse response functions (GIRF) I get the following error:

Error in parallel::mclapply(1:nof_Nstar_draws, function(i0) { :
‘mc.cores’ > 1 is not supported on Windows

My code is as follows:

install.packages("panelvar")
library(panelvar)
library(plm)

varone <-pvargmm(
  dependent_vars = c("lPIB", "lconsumo", "lbalanza", "lfbk", "litcer", "lremesas"),
  lags = 1,
  exog_vars = c("ltbill", "covid", "S2", "S3", "S4"),
  transformation = "fod",
  data = pdata.frame(BD_Remesas_Model),
  panel_identifier = c("País", "Periodo"),
  steps = c("twostep"),
  system_instruments = T,
  max_instr_dependent_vars = 99,
  min_instr_dependent_vars = 2L,
  collapse = T)

summary(varone)

varone_girf = girf(varone, n.ahead = 8, ma_approx_steps = 8)
plot(varone_girf)

varone_bs <- bootstrap_irf(varone, typeof_irf = c("GIRF"),
                           n.ahead = 8,
                           nof_Nstar_draws = 1,
                           confidence.band = 0.95,
                           mc.cores = 1)

plot(varone_girf, varone_bs)

Thank you in advance for your help.

I expect the impulse response functions to be plotted along with their confidence intervals by bootstrapping.