hd: Historical decompositions

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

Description

Historical decompositions

Usage

hd(obj, ...)

## S3 method for class 'bvar'
hd(obj, ...)

## S3 method for class 'msvar'
hd(obj, ...)

## S3 method for class 'tvar'
hd(obj, ...)

Arguments

obj	a fitted VAR model
...	currently not used

Value

returns an S3 object with the historical decompositions

References

Benjamin Wong, Historical decompositions for nonlinear vector autoregression models, CAMA Working Paper 62/2017

joergrieger/bvar documentation built on July 3, 2020, 5:34 p.m.