GIR: Generalized Impulse Response
In GVAR: Vector Error Correction Model (VECM), VECM with exogenous I(1) variables, Global VAR (GVAR)
Description
Usage
Arguments
Details
Value
Author(s)
See Also
Description
Perform Generalized Impulse Response analysis.
Usage
1
GIR(x, n, shock.var)
Arguments
x
GVAR objekt
n
time interval from T to T+n
shock.var
vector of length 2 containing the index of the country and the variable to be shocked
Details
to be added
Value
a list containing:
psi
impulse responses
Fmat
invG*H
G
multiplier matrix for the current variables
H
multiplier matrix for the lagged variables
U
residuals
Author(s)
Rainer Puhr, Martin Feldkircher
See Also
GVAR documentation built on May 2, 2019, 6:30 p.m.
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Description Usage Arguments Details Value Author(s) See Also
Description
Perform Generalized Impulse Response analysis.
Usage
1 | GIR(x, n, shock.var)
|
Arguments
x |
GVAR objekt |
n |
time interval from T to T+n |
shock.var |
vector of length 2 containing the index of the country and the variable to be shocked |
Details
to be added
Value
a list containing:
psi |
impulse responses |
Fmat |
invG*H |
G |
multiplier matrix for the current variables |
H |
multiplier matrix for the lagged variables |
U |
residuals |
Author(s)
Rainer Puhr, Martin Feldkircher
See Also
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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