shockDecomposition {dse}R Documentation

Shock Decomposition

Description

Graphs of the effect of shocks are plotted.

Usage

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

Arguments

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.

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.

Value

None

Side Effects

Graphs of the effect of shocks are plotted.

Examples

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

[Package dse version 2020.2-1 Index]