Read the posting guide. We have no way to know what you are doing unless you show the list readers with sample data and code.
If you are wondering about Vector Autoregressive models, I don't claim any specific experience with them, but [1] says they are linear, and I do know that linear models respond in proportion to the magnitude of the input so you don't learn anything useful by changing the magnitude of the input. I have used the Kronecker delta (impulse) function before, and I have never heard of anyone trying to ascribe a standard deviation to it... only impulse magnitude. [1] http://en.m.wikipedia.org/wiki/Vector_autoregression --------------------------------------------------------------------------- Jeff Newmiller The ..... ..... Go Live... DCN:<jdnew...@dcn.davis.ca.us> Basics: ##.#. ##.#. Live Go... Live: OO#.. Dead: OO#.. Playing Research Engineer (Solar/Batteries O.O#. #.O#. with /Software/Embedded Controllers) .OO#. .OO#. rocks...1k --------------------------------------------------------------------------- Sent from my phone. Please excuse my brevity. Maria Grigoryeva <mm.grigory...@gmail.com> wrote: >Hello, > >I'm doing a research on the impulse responses in VAR models and I'm >having >troubles in interpretation of R results. >My question is what is the shock of impulse variable that is produced >to >obtain the response? Is it one-standard-deviation positive shock? If it >is >so how can I obtain the responses on other types of shocks, say, 10% >negative shock? > >Thanks a lot, > >Marion > > [[alternative HTML version deleted]] > >______________________________________________ >R-help@r-project.org mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide >http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
