[R] a question on impulse responses
Joerg van den Hoff
j.van_den_hoff at fzd.de
Mon Oct 15 16:58:31 CEST 2007
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 standard deviation shocks. I tried to look into the code of these functions, but in vain: neither irf, nor vars::irf, nor vars:::irf output the code of the functions. Does someone know whether irf and fevd assume one standard deviation or a unit shock? How can I see the code of these functions?
?getAnywhere
should do it
>
> Regards,
> Martin Ivanov
>
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