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

In joergrieger/bvar: Estimation and forecasting of bayesian VAR models

Description

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

Usage

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 July 3, 2020, 5:34 p.m.