irf | R Documentation |
Based on a shock to one standard deviation, compute the IRF.
irf( fit, irftype = "orth", tcode = "level", resvar = 1, impvar = NULL, nhor = 10, ci = 0.8, showplot = TRUE )
fit |
a "favar" object. |
irftype |
|
tcode |
a scalar |
resvar |
It's column indexes in |
impvar |
Specify a impulse variable. A numeric scalar which is position of variables in VAR equation.
If it's |
nhor |
IRF horizon, default is |
ci |
confidence interval, default is 0.8. |
showplot |
whether show figure. |
A list containing 2 elements. The first element is a object from ggplot2::ggplot
, the
second element is raw data for IRF.
# see FAVAR function
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