shockDecomposition: Shock Decomposition

Description Usage Arguments Details Value Side Effects Examples

Description

Graphs of the effect of shocks are plotted.

Usage

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    shockDecomposition(model, horizon=30, shock=rep(1,horizon))

Arguments

model

An object of class TSmodel or TSestModel.

horizon

The number of periods for which to calculate the effect of shocks.

shock

data to be used model output. See details.

Details

All output data is set to zero and then each output in turn is switched to a value of shock (default 1.0) for all periods.

Value

None

Side Effects

Graphs of the effect of shocks are plotted.

Examples

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data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
shockDecomposition(model)

Example output

Loading required package: tfplot
Loading required package: tframe

Attaching package: 'dse'

The following objects are masked from 'package:stats':

    acf, simulate

Warning messages:
1: In seriesNamesInput.TSestModel(model) :
  data and model names do not correspond. Model names returned.
2: In seriesNamesInput.TSestModel(model) :
  data and model names do not correspond. Model names returned.
3: In seriesNamesInput.TSestModel(model) :
  data and model names do not correspond. Model names returned.

dse documentation built on May 2, 2019, 4:59 p.m.