add_shockinfo {BGVAR} | R Documentation |
Adds automatically rows to 'shockinfo' data.frame for appropriate use in irf
.
add_shockinfo(shockinfo=NULL, shock=NULL, restriction=NULL, sign=NULL, horizon=NULL,
prob=NULL, scale=NULL, global=NULL, horizon.fillup=TRUE)
shockinfo |
Dataframe to append shocks. If |
shock |
String element. Variable of interest for structural shock. Only possible to add restrictions to one structural shock at a time. |
restriction |
Character vector with variables that are supposed to be sign restricted. |
sign |
Character vector with signs. |
horizon |
Numeric vector with horizons to which restriction should hold. Set |
prob |
Number between zero and one determining the probability with which restriction is supposed to hold. |
scale |
Scaling parameter. |
global |
If set to |
horizon.fillup |
Default set to |
This is only possible for sign restriction, hence if ident="sign"
in get_shockinfo()
.