impulse_response: Impulse Response Function
In sparsevar: Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation
View source: R/impulseResponse.R
impulse_response R Documentation
Impulse Response Function
Description
A function to estimate the Impulse Response Function of a
given VAR.
Usage
impulse_response(v, len = 20)
Arguments
v
the data in the for of a VAR
len
length of the impulse response function
Value
irf a 3d array containing the impulse response function.
sparsevar documentation built on Feb. 5, 2026, 1:07 a.m.
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View source: R/impulseResponse.R
| impulse_response | R Documentation |
Impulse Response Function
Description
A function to estimate the Impulse Response Function of a given VAR.
Usage
impulse_response(v, len = 20)
Arguments
v |
the data in the for of a VAR |
len |
length of the impulse response function |
Value
irf a 3d array containing the impulse response function.
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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