Description Usage Arguments See Also
Computes the impulse response coefficients of a VAR(p) (or transformed VECM to VAR(p)) for n.ahead steps. This is a modification of vars::irf() for the class "varshrinkest".
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x |
Object of class 'varshrinkest';
generated by |
impulse |
A character vector of the impulses, default is all variables. |
response |
A character vector of the responses, default is all variables. |
n.ahead |
Integer specifying the steps. |
ortho |
Logical, if TRUE (the default) the orthogonalised impulse response coefficients are computed (only for objects of class 'varshrinkest'). |
cumulative |
Logical, if TRUE the cumulated impulse response coefficients are computed. The default value is false. |
boot |
Logical, if TRUE (the default) bootstrapped error bands for the imuplse response coefficients are computed. |
ci |
Numeric, the confidence interval for the bootstrapped errors bands. |
runs |
An integer, specifying the runs for the bootstrap. |
seed |
An integer, specifying the seed for the rng of the bootstrap. |
... |
Currently not used. |
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