Re: [R] a question on impulse responses

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

Re: [R] a question on impulse responses

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

[R] a question on impulse responses

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