shockDecomposition: Shock Decomposition
In dse: Dynamic Systems Estimation (Time Series Package)

Description Usage Arguments Details Value Side Effects Examples

Graphs of the effect of shocks are plotted.

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

`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.

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.

None

Graphs of the effect of shocks are plotted.

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

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.