Description Usage Arguments Examples
Compute Local Projection IRF by Random Forest Method
1 2 3 4 5 6 7 8 9 10 |
indx |
if |
pmax |
max lag order where select a lag order which has minimum OOB MSE. |
p |
set up the lag order directly, and don't select from |
s |
the horizon of IRF |
shockvar |
a numeric scalor which denotes the shock variable. |
d |
the size of shock Impulse Response Function by Random Forest |
histime |
the numerical scalor that represents the time of shock, i.e. row index
of |
1 | # see VARrf function
|
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