Description Usage Arguments Value
returns IRF proposal without any sign restrictions.
1 | getIRFunsigned(mComp, mSigma, h)
|
mComp |
np x np matrix, companion form of the VAR(p) model |
mSigma |
n x n covariance matrix of the reduced-form residuals |
h |
a numeric sequence, 0,1,2,...,h length of IRF |
IRF data.frame (h + 1) x n^2
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