compute_impulse_responses: Function to draw one single path for the impulse-response...
In joergrieger/ltvar: Estimates Latent Threshold VAR Model
Description
Function to draw one single path for the impulse-response functions.
Usage
1
compute_impulse_responses(Alpha, Sigma, nolags, nhor)
Arguments
Alpha
the estimate of the VAR-coefficients
Sigma
the estimate of the Variance-covariance matrix
nolags
Number of lags in the model
nhor
the horizon of the impulse-response functions
joergrieger/ltvar documentation built on Sept. 11, 2019, 10:21 a.m.
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Description
Function to draw one single path for the impulse-response functions.
Usage
1 | compute_impulse_responses(Alpha, Sigma, nolags, nhor)
|
Arguments
Alpha |
the estimate of the VAR-coefficients |
Sigma |
the estimate of the Variance-covariance matrix |
nolags |
Number of lags in the model |
nhor |
the horizon of the impulse-response functions |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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