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 > > ----------------------------------------------------------------- > ?????? ??? - ?? ???????! 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. ______________________________________________ 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.
