bvar.imp.plot: Draw irfs of bayesian VAR model
In bdemeshev/bvarrKK: Translation Of Koop And Korobilis BVAR Matlab Code Into R

Draw irfs of bayesian VAR model

1	bvar.imp.plot(bvar.model, qus = c(0.1, 0.5, 0.9))

`bvar.model`	the list containing all results of bayesian VAR estimation
`qus`	the vector of quantiles for irfs

Draw irfs of bayesian VAR model

the ggplot2 graph of IRFs

1
2
3

data(Yraw)
model <- bvar(Yraw, nsave = 1000, nburn = 100)
bvar.imp.plot(model)

bdemeshev/bvarrKK documentation built on May 12, 2019, 3:40 a.m.

bdemeshev/bvarrKK index

README.md

Note that we can't provide technical support on individual packages. You should contact the package authors for that.

Description