plot.irf {MSBVAR} | R Documentation |
Plots the m x m matrix of impulse responses produced by irf
.
plot.irf(x, varnames = NULL, ...) plot.irf.VAR(x, varnames = NULL, ...) plot.irf.BVAR(x, varnames = NULL, ...) plot.irf.BSVAR(x, varnames = NULL, ...)
x |
Impulse response object produced by irf |
varnames |
Variance names in the format
c("name1","name2",...) |
... |
other plot arguments |
Generates a plot in ther current plotting device of the impulse
responses in irf
. See below for functions that allow one to
add error bands and confidence regions to the impulse responses.
Impulses or shocks are in the columns and the rows are the responses.
None. Draws a graph in the current device.
This function should NOT be used for Monte Carlo samples of
IRFs. Use plot.mc.irf
for this purpose.
Patrick T. Brandt
Hamilton, James. 1994. Time Series Analysis, Chapter 11.
Sims, C.A. 1980. "Macroeconomics and Reality" Econometrica.
irf
to produce impulse responses from a VAR
object, mc.irf
, and plot.mc.irf
for methods that allow frequentist and Bayesian error bands in the
impulse responses
data(IsraelPalestineConflict) rf.var <- reduced.form.var(IsraelPalestineConflict, p=6) plot(irf(rf.var, nsteps = 12))