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
I am pretty sure, it is a unit shock. I think that it says in th
documentation.
On 10/13/07, Martin Ivanov <[EMAIL PROTECTED]> wrote:
>
>
> 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. Unfo
On Sat, Oct 13, 2007 at 03:08:58PM +0300, Martin Ivanov wrote:
>
> 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 s
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