Displaying 2 results from an estimated 2 matches for "fevd".
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feed
2007 Oct 13
2
a question on impulse responses
...composition 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?
Regards,
Martin Ivanov
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2007 Jul 09
1
ca.jo
Dear R users;
I'm using ca.jo for a VECM model. Is there a way that I can get sd/p-value
to see whether coefficients estimated are statistical significant? Thank
you
Yours,
Yihsu
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