Description Usage Arguments Value References Examples
View source: R/impulse_response.R
Generate iRAM (impulse response anlaysis metric) from model fit.
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model.fit |
model fit object generated by lavaan |
beta |
beta matrix for a point estimate |
var.number |
number of variables in the time series |
lag.order |
lag order of the model to be fit |
threshold |
threshold of calculation of recovery time (duration of perturbation), default value is 0.01 |
boot |
to bootstrap, default value is FALSE |
replication |
number of replication of bootstrap, default value is 200 |
steps |
number of steps of impulse response analysis, default value is 100 |
iRAM matrix. Rows represent where the orthognal impulse was given, and columns represent the response. Dimension is var.number by var.number.
Lütkepohl, H. (2007). New introduction to multiple time-series analysis. Berlin: Springer.
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