| 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 |