compirf: Function to draw one single path for the impulse-response...

Description Usage Arguments

View source: R/irf.r

Description

Function to draw one single path for the impulse-response functions.

Usage

1
compirf(Alpha, Sigma, id_obj, nolags, intercept = TRUE, nhor)

Arguments

Alpha

the estimate of the VAR-coefficients

Sigma

the estimate of the Variance-covariance matrix

id_obj

S3-object for identifying structural shocks

nolags

Number of lags in the model

intercept

Whether the model has an intercept or not

nhor

the horizon of the impulse-response functions


joergrieger/bvar documentation built on Sept. 11, 2019, 12:05 a.m.