impulse_response: Impulse-Response function of estimated VAR model provide an...

In morner75/bayesVAR: Bayesian Vector Autoregressive model

Impulse-Response function of estimated VAR model provide an impulse-response function and its plot

Description

Impulse-Response function of estimated VAR model provide an impulse-response function and its plot

Usage

impulse_response(
  object,
  p,
  variable,
  period,
  type = c("origin", "structural"),
  ncol.fig = 2,
  ...
)

## Default S3 method:
impulse_response(
  object,
  p,
  variable,
  period,
  type = c("origin", "structural"),
  ncol.fig = 2
)

## S3 method for class 'OLS'
impulse_response(
  object,
  p,
  variable,
  period,
  type = c("origin", "structural"),
  ncol.fig = 2
)

Arguments

object	a model object
p	a integer, time lags of endogenous variables
variable	a character, a variable which gives a shock
period	a integer, time period
type	shock to be used, structural stands for independent shocks.
ncol.fig	a integer, number of figures plotted in a row
...	extra arguments

Methods (by class)

• default: default method

• OLS: impulse-response function of a OLS VAR model

morner75/bayesVAR documentation built on April 6, 2024, 7:25 a.m.