irf_single | R Documentation |
Compute Impulse Response for Every Sample of MCMC
irf_single(i, varrlt, Lamb, Ynum, type = "orth", impvar = 1, nhor)
i |
the ith sample in MCMC |
varrlt |
estimation results for VAR equations, and it's got by |
Lamb |
a array with 3 dimension. and |
Ynum |
the |
type |
|
impvar |
a numeric scalar which is position of variables in VAR equation.
If it's |
nhor |
IRF horizon, default is |
IRF matrix, the dimension is ncol(Xmatrix) + ncol(Y)
xnhor
.
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