impulse_response.ltvar: Impulse-responses for latent threshold VARs.
In joergrieger/ltvar: Estimates Latent Threshold VAR Model
Description
This function computes impulse-response functions for latent-threshold VARS. The user supplies an estimated latent-threshold model and the number of steps for the IRFs. The function returns an object of the class ltirf with the computed mean and the 5
Usage
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2
## S3 method for class 'ltvar'
impulse_response(obj, n.ahead)
Arguments
obj
A fitted ltvar model
n.ahead
Integer specifying the steps
joergrieger/ltvar documentation built on Sept. 11, 2019, 10:21 a.m.
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Description
This function computes impulse-response functions for latent-threshold VARS. The user supplies an estimated latent-threshold model and the number of steps for the IRFs. The function returns an object of the class ltirf with the computed mean and the 5
Usage
1 2 | ## S3 method for class 'ltvar'
impulse_response(obj, n.ahead)
|
Arguments
obj |
A fitted ltvar model |
n.ahead |
Integer specifying the steps |
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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