impulse.response: Impulse response function for bayes VAR models

In GediminasB/bayesVAR_TVP: Bayesian analysis of Vector Autoregressive Models

Description

Impulse response function for bayes VAR models

Usage

## S3 method for class 'bayesVAR_TVP'
impulse.response(model, R = 20, t = model$t,
  orthogonal = TRUE, reorder = 1:model$n, plot = TRUE)

## S3 method for class 'bayesFAVAR_TVP'
impulse.response(model, R = 20, t = model$t,
  orthogonal = TRUE, reorder = 1:model$n, plot = TRUE)

impulse.response(x, ...)

Methods (by class)

• bayesVAR_TVP: Impulse response for bayes VAR-TVP

• bayesFAVAR_TVP: Impulse response for bayes FAVAR-TVP

GediminasB/bayesVAR_TVP documentation built on Nov. 18, 2019, 6:44 p.m.