plot.varirf {vars}R Documentation

Plot method for objects of class varirf

Description

Plots of the impulse response functions per impulse variable.

Usage

## S3 method for class 'varirf':
plot(x, ...)

Arguments

x An object of class ‘varirf’, generated by irf().
... Currently not used.

Author(s)

Bernhard Pfaff

References

Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton.

Lütkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.

See Also

irf

Examples

## Not run: 
data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
var.2c.irf <- irf(var.2c, impulse = "e", response = c("prod", "rw",
"U"), boot = FALSE)
plot(var.2c.irf)
## End(Not run)

[Package vars version 0.5.3 Index]