Martin Ivanov
2007-Oct-13 11:55 UTC
[R] impulse responses: standard deviation or unit shocks?
Dear R users, I am using the vars package to calculate the impulse response functions and the forecast error variance decomposition of a VAR model. Unfortunately I do not know whether these functions assume unit or one standard deviation shocks. I tried to look into the code of these functions, but in vain: neither irf, nor vars::irf, nor vars:::irf output the code of the functions. Does someone know whether irf and fevd assume one standard deviation or a unit shock? How can I see the code of these functions? ----------------------------------------------------------------- ?????? ??? - ?? ???????! www.survivor.btv.bg