oirf: Orthogonal Impulse Response Function
In panelvar: Panel Vector Autoregression
oirf R Documentation
Orthogonal Impulse Response Function
Description
Orthogonal Impulse Response Function
Usage
oirf(model, n.ahead)
Arguments
model
A PVAR model
n.ahead
Any stable AR() model has an infinite MA representation. Hence any shock can be simulated infinitely into the future. For each forecast step t you need an addtional MA term.
Examples
data("ex1_dahlberg_data")
oirf(ex1_dahlberg_data, n.ahead = 8)
panelvar documentation built on Jan. 6, 2023, 1:17 a.m.
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| oirf | R Documentation |
Orthogonal Impulse Response Function
Description
Orthogonal Impulse Response Function
Usage
oirf(model, n.ahead)
Arguments
model |
A PVAR model |
n.ahead |
Any stable AR() model has an infinite MA representation. Hence any shock can be simulated infinitely into the future. For each forecast step t you need an addtional MA term. |
Examples
data("ex1_dahlberg_data")
oirf(ex1_dahlberg_data, n.ahead = 8)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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