extract.irf: Extract impulse-response series from irf objects

In gabrielrvsc/lbvar: Implementation Large Bayesian VAR

Description

Extracts the desired impulse-response serie from irf objects for a given quantile.

Usage

extract.irf(object, impulse, response, probs = 0.5)

Arguments

object	A irf object.
impulse	Impulse variable name or index.
response	Response Variable name or index.
probs	numeric vector of probabilities with values in [0,1].

References

Garcia, Medeiros and Vasconcelos (2017).

See Also

predict, lbvar, identification, irf

Examples

## == This example uses the Brazilian inflation data from
#Garcia, Medeiros and Vasconcelos (2017) == ##

# = This is an ilustrative example = #
# = The identification ignores which variables are more exogenous = #
data("BRinf")
Y=BRinf[,1:59]# remove expectation variables
modelB=lbvar(Y,p=3)
identB=identification(modelB)
irfB=irf(modelB,identB,h=12,M=100)
extract.irf(irfB,1,2,probs=0.5)

gabrielrvsc/lbvar documentation built on Aug. 22, 2021, 7:48 a.m.