impulseResponse: Impulse Response Function
In svazzole/sparsevar: Sparse VAR/VECM Models Estimation
Description
Usage
Arguments
Value
View source: R/impulseResponse.R
Description
A function to estimate the Impulse Response Function of a given VAR.
Usage
1
impulseResponse(v, len = 20)
Arguments
v
the data in the for of a VAR
len
length of the impulse response function
Value
irf a 3d array containing the impulse response function.
svazzole/sparsevar documentation built on April 19, 2021, 2:11 p.m.
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Description Usage Arguments Value
View source: R/impulseResponse.R
Description
A function to estimate the Impulse Response Function of a given VAR.
Usage
1 | impulseResponse(v, len = 20)
|
Arguments
v |
the data in the for of a VAR |
len |
length of the impulse response function |
Value
irf a 3d array containing the impulse response function.
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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