get_irf: Impulse response function of BVAR model

In hoanguc3m/fatBVARS: Bayesian VAR with Stochastic volatility and fat tails

Impulse response function of BVAR model

Description

This function returns a impulse response function of BVAR-SV-fatTail model.

Usage

get_irf(
  Chain,
  impulse.variable = 1,
  response.variable = 2,
  atT = NULL,
  n.ahead = 20,
  draw.plot = FALSE
)

Arguments

Chain	The fatBVARSV object from command BVAR.
impulse.variable	The position of impulse variable
response.variable	The position of reponse variable
atT	The time at which impulse response function is calculated
n.ahead	Maximal time between impulse and response (defaults to 20).
draw.plot	Show plot

Value

A list of two elements: Contemporaneous impulse responses and Matrix of simulated impulse responses

References

bvars package https://cran.r-project.org/web/packages/bvarsv

Examples

## Not run: 
irf_obj <- get_irf(Chain = Chain, impulse.variable = 1, response.variable = 2,
                   t = NULL, n.ahead = 20, draw.plot = FALSE)

## End(Not run)

hoanguc3m/fatBVARS documentation built on July 25, 2024, 4:51 a.m.