irf.mixvar: impulse response functions

In jpburgard/mixtureVAR: mixtureVAR

impulse response functions

Description

compute impulse response function for mixtureVARs

Usage

## S3 method for class 'mixvar'
irf(x, impulse = NULL, response = NULL,
  n.ahead = 10, ortho = TRUE, cumulative = FALSE, ci = 0.95,
  seed = NULL, ...)

Arguments

x	an estimates mixturVAR model
impulse	the names of the impulse variables
response	the names of the response variables
n.ahead	the number of timesteps going ahead
ortho	TRUE/FALSE Should the residuals be orthogonalized
cumulative	TRUE/FALSE Should a cumulative irf be used
ci	nominal coverage rate of the interval
seed	starting seed

Value

list

jpburgard/mixtureVAR documentation built on Nov. 1, 2023, 1:46 p.m.