error_bands_irf: Error bands for IRF

In sparsevar: Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation

Error bands for IRF

Description

A function to estimate the confidence intervals for irf and oirf.

Usage

error_bands_irf(v, irf, alpha, m, resampling, ...)

Arguments

v	a var object as from fitVAR or simulateVAR
irf	irf output from impulseResponse function
alpha	level of confidence (default alpha = 0.01)
m	number of bootstrapped series (default m = 100)
resampling	type of resampling: "bootstrap" or "jackknife"
...	some options for the estimation: verbose = TRUE or FALSE, mode = "fast" or "slow", threshold = TRUE or FALSE.

Value

a matrix containing the indices of the impulse response function that are 0.

sparsevar documentation built on Feb. 5, 2026, 1:07 a.m.