cum_irf: Cumulate IRFs for variables in differences
In juhokalle/rmfd4dfm: Estimation of DFMs using RMFD-E parametrization
cum_irf R Documentation
Cumulate IRFs for variables in differences
Description
This function cumulates IRFs such that variables in first and second differences
are cumulated once and twice, respectively.
Usage
cum_irf(irf_array, trans_ix)
Arguments
irf_array
(N x q x (h+1)) array containing the impulse response function, with N denoting
the number of variables, q the number of shocks, h the IRF horizon
trans_ix
vector of transformation codes according in McCracken & Ng (JME, 2016) format
Value
(N x q x (h+1)) array containing the cumulated IRFs
juhokalle/rmfd4dfm documentation built on July 18, 2024, 10:19 p.m.
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| cum_irf | R Documentation |
Cumulate IRFs for variables in differences
Description
This function cumulates IRFs such that variables in first and second differences are cumulated once and twice, respectively.
Usage
cum_irf(irf_array, trans_ix)
Arguments
irf_array |
|
trans_ix |
vector of transformation codes according in McCracken & Ng (JME, 2016) format |
Value
(N x q x (h+1)) array containing the cumulated IRFs
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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