Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Benkwitz 980127
(C) MD*TECH Method and Data Technologies, 17.8.2000