irf.favar: Function to calculate irfs

In kvasilopoulos/abvar: Vector Autoregression Models

Description

Function to calculate irfs

Usage

## S3 method for class 'favar'
irf(x, id_obj, nhor = 12, ncores = 1, irfquantiles = c(0.05, 0.95), ...)

Arguments

id_obj	an S3 object with information about identifiaction of the model
nhor	horizon of the impulse-response function
ncores	number of cores used
irfquantiles	quantiles for the impulse-response functions
...	currently not used
obj	an S3 object of class favar

Value

returns an S3-object of the class fvirf

kvasilopoulos/abvar documentation built on April 27, 2021, 6:38 a.m.