Displaying 1 result from an estimated 1 matches for "irf_unemp3".
2012 Oct 22
0
"Vars" package: impulse response function
....809e-04 0.0466008 -2.886e-03
sp 9.583e-05 -0.0028862 6.755e-03
Correlation matrix of residuals:
gdp unemp sp
gdp 1.0000 -0.4825 0.2091
unemp -0.4825 1.0000 -0.1627
sp 0.2091 -0.1627 1.0000
> #roots inferior to 1
> roots<-roots(varestim3)
> roots
[1] 0.9574116 0.5033992 0.1504822
> irf_unemp3<-irf(varestim3, impulse="sp", response="unemp",
ortho="TRUE",n.ahead=12, cumulative="TRUE",boot=FALSE)
> irf_unemp3
Impulse response coefficients
$sp
unemp
[1,] 0.00000000
[2,] -0.03277601
[3,] -0.08928549
[4,] -0.15473977
[5,] -0.22331618
[6,] -0.2919...