add_shockinfo {BGVAR}R Documentation

Adding shocks to 'shockinfo' argument

Description

Adds automatically rows to 'shockinfo' data.frame for appropriate use in irf.

Usage

add_shockinfo(shockinfo=NULL, shock=NULL, restriction=NULL, sign=NULL, horizon=NULL, 
prob=NULL, scale=NULL, global=NULL, horizon.fillup=TRUE)

Arguments

shockinfo

Dataframe to append shocks. If shockinfo=NULL appropriate dataframe for sign-restrictions will be created.

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 horizon.fillup to FALSE to just restrict one specific horizon.

prob

Number between zero and one determining the probability with which restriction is supposed to hold.

scale

Scaling parameter.

global

If set to TRUE, shock is defined as global shock.

horizon.fillup

Default set to TRUE, horizon specified up to given horizon. Otherwise just one specific horizon is restricted.

Details

This is only possible for sign restriction, hence if ident="sign" in get_shockinfo().

See Also

irf


[Package BGVAR version 2.4.3 Index]