irf_B_sigma: This function generate impulse response functions for...
In puchen8229/VARs: What the Package Does (One Line, Title Case)
Description
This function generate impulse response functions for VAR,CIVAR,MRVAR MRCIVAR, also for GVAR, CIGVAR, MRGVAR and MRCIGVAR.
For the later four classes of models it also provides the functionalities to calculate the global, regional and country-specific shocks.
It also calculates global and regional responses.
Usage
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irf_B_sigma(
B,
sigma,
nstep,
comb,
irf = c("gen", "chol", "chol1", "gen1", "genN1", "comb1", "smat"),
G = NA,
smat = NA
)
puchen8229/VARs documentation built on Dec. 31, 2020, 2:10 a.m.
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Description
This function generate impulse response functions for VAR,CIVAR,MRVAR MRCIVAR, also for GVAR, CIGVAR, MRGVAR and MRCIGVAR. For the later four classes of models it also provides the functionalities to calculate the global, regional and country-specific shocks. It also calculates global and regional responses.
Usage
1 2 3 4 5 6 7 8 9 | irf_B_sigma(
B,
sigma,
nstep,
comb,
irf = c("gen", "chol", "chol1", "gen1", "genN1", "comb1", "smat"),
G = NA,
smat = NA
)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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