irf.varm: Impulse response functions

In kvasilopoulos/abvar: Vector Autoregression Models

Description

@export

Usage

## S3 method for class 'varm'
irf(
  object,
  horizon = 12,
  nboot = 100,
  boot = boot_spec(fn = boot_inst, nboot = 500),
  id = id_none(),
  shock = shock_scale(),
  ...
)

Examples

## Not run: 



irf(obj_dt, nboot = 100, horizon = 20, id = id_chol(), shock = scale_shock("se")) %>% str()
irf(obj_dt, nboot = 100, horizon = 20, id = id_chol(), shock = scale_shock("unit")) %>% str()

autoplot(irf(obj_dt, nboot = 100, horizon = 20, id = id_none(), shock = scale_shock("unit")))

autoplot(irf(obj_dt, nboot = 100, horizon = 20, id = id_chol(), shock = scale_shock("unit")))



## End(Not run)

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