VarsFunctions-class: Facade for the vars package.

Description Fields

Description

Facade for the vars package.

Fields

bootstrap_iterations

the number of bootstrap iterations to do for determining the significance of the effects

horizon

the number of steps to look in the future

var_model

the var model to perform the calculations on

orthogonalize

use orthogonalized IRF


frbl/airaR documentation built on May 13, 2019, 3:07 a.m.