shockDecomposition {dse} | R Documentation |
Graphs of the effect of shocks are plotted.
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.
data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
shockDecomposition(model)