irf: Impulse Response Function
In mboeck11/BTSM: Bayesian Time Series Models

irf	R Documentation

Impulse Response Function

Description

Impulse Response Function

Usage

irf(x, n.ahead=24, ident=NULL, shockinfo=NULL, save.store=FALSE,
   applyfun=NULL, cores=NULL, verbose=TRUE,
   quantiles=c(.05,.10,.16,.50,.84,.90,.95), ...)

Arguments

`x`	object of class `bvar`.
`n.ahead`	Forecasting horizon.
`ident`	Preferred identification scheme.
`shockinfo`	Dataframe with specified details on the shock.
`proxy`	Matrix with proxy variables.
`save.store`	If set to `TRUE` the full posterior is returned. Default is set to `FALSE` in order to save storage.
`applyfun`	Allows for user-specific apply function, which has to have the same interface than `lapply`. If `cores=NULL` then `lapply` is used, if set to a numeric either `parallel::parLapply()` is used on Windows platforms and `parallel::mclapply()` on non-Windows platforms.
`cores`	Specifies the number of cores which should be used. Default is set to `NULL` and `applyfun` is used.
`verbose`	If set to `FALSE` it suppresses printing messages to the console.