In kvasilopoulos/psvar: What the Package Does (One Line, Title Case)

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-",
  out.width = "100%"
)

psvar

library(psvar)
dat <- ramey_econ214[, c(5, 2, 4, 6)]
inst <- ramey_econ214[, 10]

model <- estimate_var(dat, p = 12) 
irfs <- irf_psvar(model, m = inst, irhor = 50)
plot_psvar(irfs)

fstat("FFR", exo = c("FFR", "LIP", "LCPI", "LPCOM"), inst = "RRSHOCK",
      lags = 12, data = cbind(dat, inst))

Installation

You can install the development version from GitHub with:

# install.packages("remotes")
remotes::install_github("kvasilopoulos/psvar")

kvasilopoulos/psvar documentation built on Oct. 31, 2024, 8:33 p.m.