get_shockinfo: Create 'shockinfo' argument

In BGVAR: Bayesian Global Vector Autoregressions

Create shockinfo argument

Description

Creates dummy shockinfo argument for appropriate use in irf function.

Usage

get_shockinfo(ident="chol", nr_rows=1)

Arguments

ident	Definition of identification scheme, either chol, girf or sign.
nr_rows	Number of rows in the created dataframe.

Details

Depending on the identification scheme a different shockinfo argument in the irf function is needed. To handle this convenient, an appropriate data.frame with is created with this function.

See Also

irf

BGVAR documentation built on Sept. 30, 2024, 5:06 p.m.