IRF.VAR | R Documentation |
Simulates future paths from a dataset using a fitted model. Innovations are
sampled by the model's assumed error distribution. If bootstrap
is TRUE
,
innovations will be sampled from the model's residuals. If new_data
contains the .innov
column, those values will be treated as innovations.
## S3 method for class 'VAR'
IRF(x, new_data, specials, impulse = NULL, orthogonal = FALSE, ...)
x |
A fitted model. |
new_data |
A tsibble containing the time points and exogenous regressors to produce forecasts for. |
specials |
(passed by |
impulse |
A character string specifying the name of the variable that is shocked (the impulse variable). |
orthogonal |
If TRUE, orthogonalised impulse responses will be computed. |
... |
Other arguments passed to methods |
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