README.md

In kvasilopoulos/dynar: Dynare to R

dynar

Import dynare output result file into R.

Usage

This is a basic example which shows you how to import a ’*_results.mat’ file

library(dynar)


model <- mat2r("inst/main_basic_results.mat") %>% 
  clean_dynare()

str(model, 1)
#> List of 9
#>  $ M              :List of 59
#>  $ oo             :List of 14
#>  $ options        :List of 230
#>  $ estim.params   : NULL
#>  $ bayestopt      : NULL
#>  $ dataset        : NULL
#>  $ estimation.info:List of 21
#>  $ dataset.info   : NULL
#>  $ oo.recursive   : NULL

Impulse Response Function

model %>% 
  irf_long() %>% 
  autoplot(filter_shock = "chi", 
           filter_var = c("data_qhc", "data_qhd", "data_IHc", "data_IHd"))

Please note that the ‘dynar’ project is released with a Contributor Code of Conduct. By contributing to this project, you agree to abide by its terms.

kvasilopoulos/dynar documentation built on June 9, 2019, 2:43 a.m.