plot.irf: Plot impulse response funtion

In gabrielrvsc/lbvar: Implementation Large Bayesian VAR

Description

Plot impulse response function for the chosen impulse variable and response variable.

Usage

## S3 method for class 'irf'
plot(x, impulse, response, alpha = 0.05, lty.cb = 2, lwd.cb = 1, ...)

Arguments

x	A irf object.
impulse	Impulse variable name or index.
response	Response Variable name or index.
alpha	Significance level for the confidence intervals. May be more than one value in a vector.
lty.cb	Confidence bands graphic control.
lwd.cb	Confidence bands graphic control.
...	Other graphical parameters.

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)
plot(irfB,1,2,alpha=0.1)

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