Library: | multi |
See also: | plotir ciirboot |
Macro: | impres | |
Description: |
Computes the forecast error impulse responses of a K-dimensional
VAR(p)-model
from the model parameters 'a' up to 't' time periods after the
shock.
|
Usage: | iaf = impres(a,t) | |
Input: | ||
a | (KxK*p)-matrix of model parameters | |
t | scalar, time horizon for impulse response analysis | |
Output: | ||
iaf | (t+1xK^2)-matrix of forecast error impulse responses |
Library: | multi |
See also: | plotir ciirboot |