iRAM_equilibrium {pompom} | R Documentation |
Generate iRAM (impulse response anlaysis metric) in the equilibrium form.
Description
Generate iRAM (impulse response anlaysis metric) in the equilibrium form.
Usage
iRAM_equilibrium(beta.matrix, var.number, lag.order)
Arguments
beta.matrix |
beta matrix for a point estimate |
var.number |
number of variables in the time series |
lag.order |
lag order of the model to be fit |
Value
a list of equilibria. First numeric number in the variable name indicate where the impulse was given, and the second numeric number indicate the response, e.g., e12 indicates equilibrium of node 2 when node 1 is given an impulse.
Examples
iRAM_evalue <- iRAM_equilibrium(beta.matrix = true_beta_3node,
var.number = 3,
lag.order = 1
)
iRAM_evalue
[Package pompom version 0.2.1 Index]