| impulseResponse {sparsevar} | R Documentation |
Impulse Response Function
Description
A function to estimate the Impulse Response Function of a given VAR.
Usage
impulseResponse(v, len = 20)
Arguments
v |
the data in the for of a VAR |
len |
length of the impulse response function |
Value
irf a 3d array containing the impulse response function.
[Package sparsevar version 0.1.0 Index]