irf {FAVAR} | R Documentation |
Impulse Response Function for FAVAR
Description
Based on a shock to one standard deviation, compute the IRF.
Usage
irf(
fit,
irftype = "orth",
tcode = "level",
resvar = 1,
impvar = NULL,
nhor = 10,
ci = 0.8,
showplot = TRUE
)
Arguments
fit |
a "favar" object. |
irftype |
|
tcode |
a scalar |
resvar |
It's column indexes in |
impvar |
Specify a impulse variable. A numeric scalar which is position of variables in VAR equation.
If it's |
nhor |
IRF horizon, default is |
ci |
confidence interval, default is 0.8. |
showplot |
whether show figure. |
Value
A list containing 2 elements. The first element is a object from ggplot2::ggplot
, the
second element is raw data for IRF.
Examples
# see FAVAR function