Am 15.05.2018 um 22:53 schrieb Allin Cottrell:

>>> On Tue, 10 Apr 2018, Sven Schreiber wrote:

>>>> So I suggest to introduce a matching $irf accessor with the same 
>>>> layout as the $fevd accessor. 

See below on the irf/fevd relationship.

>>>> Alternatively, the irf() function could get a new bundle argument 
>>>> which would collect the VAR/VECM results. 

> Backward compatibility, of course, requires that however we modify 
> irf(), it should continue to work as before. I can see adding an 
> optional final argument, probably in the form of a $system bundle as can 
> now be retrieved after estimation of a VAR or VECM, but I think that 
> should await stabilization and documentation of $system, which right now 
> is in an experimental state.

This sounds very reasonable.

> Personally, I don't see much point in adding an $irf accessor (which 
> would then require adding more "libset" variables); it seems to me this 
> would just offer a less convenient way of doing what irf() can do at 
> present.

In terms of functionality, yes. But I find that things are much easier 
to learn, to teach, and to remember when they are consistent. So if 
getting $irf is too complicated and we can't have a $irf/$fevd pair, 
then I would suggest the other route and introduce an analogous fevd() 
function to have a matching irf() and fevd() pair.

The args for fevd() would be:
- integer target (like irf), default 0 (meaning all)
- integer shock (like irf), default 0 (meaning all)
- bundle $system lookalike, as in the future irf(), default null

A plain call without explicit arguments would then be equivalent to the 
current $fevd (which would remain in place).

cheers,
sven

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