lp_irf: Local Projection VAR impulse responses
In ChandlerLutz/VARfunctions: A Collection of VAR functions
Description
VAR impulse responses using the local projection method of Jorda
(2005). The lags within each horizon will be chosen by the AIC
Usage
1
lp_irf(y, h, max.lags)
Arguments
y
xts object with the data
h
the impulse response (IRF) horizon
max.lags
the maximum number of lags to be considered in the
VAR
ChandlerLutz/VARfunctions documentation built on May 6, 2019, 9:56 a.m.
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Description
VAR impulse responses using the local projection method of Jorda (2005). The lags within each horizon will be chosen by the AIC
Usage
1 | lp_irf(y, h, max.lags)
|
Arguments
y |
|
h |
the impulse response (IRF) horizon |
max.lags |
the maximum number of lags to be considered in the VAR |
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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