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. 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? > > Regards, > Martin Ivanov > > ----------------------------------------------------------------- > ëÒÁÊÎÁ ÃÅÌ - äÁ ÏÃÅÌÅÅÛ! www.survivor.btv.bg > > ______________________________________________ > 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. > [[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.
