Hi, I have a similar question:
ir <- irf(varsumm, impulse=c("prod", "rea", "rpo") n.ahead=20, runs=500,
ci=0.95)
will calculate the orthogonalized impulse responses from "prod", "rea", and
"rpo", i.e. a (1, 1, 1)' vector. What do I need to do to make the impulse
(-1, 1, 1)', i.e. I want the the first shock to be negative 1 unit?
Thanks,
Jesse
--
View this message in context:
http://r.789695.n4.nabble.com/Impulse-response-analysis-within-package-vars-tp841596p3491284.html
Sent from the R help mailing list archive at Nabble.com.
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
