Impulse response analysis class. Computes impulse responses, asymptotic standard errors, and produces relevant plots
| Parameters : | model : VAR instance |
|---|
Notes
Using Lutkepohl (2005) notation
Methods
| cov([orth]) | Compute asymptotic standard errors for impulse response coefficients .. |
| cum_effect_cov([orth]) | Compute asymptotic standard errors for cumulative impulse response |
| cum_effect_stderr([orth]) | |
| fevd_table() | |
| lr_effect_cov([orth]) | |
| lr_effect_stderr([orth]) | |
| plot([orth, impulse, response, signif, ...]) | Plot impulse responses |
| plot_cum_effects([orth, impulse, response, ...]) | |
| stderr([orth]) |