[R] What type of bootstrapping is used in package vars?

2011-06-02 Thread jessezeng
Hi, I used the package vars for my project but when the impulse response plots were produced, some of the levels are out of the confidence band. I was wondering what the problem is and also, does anyone know what type of bootstrapping the package is using: is it parametric, case resampling, gauss

Re: [R] Impulse response analysis within package vars

2011-05-02 Thread jessezeng
Hi, I have a similar question: ir <- irf(varsumm, impulse=c("prod", "rea", "rpo") n.ahead=20, runs=500, ci=0.95) will calculate the orthogonalized impulse responses from "prod", "rea", and "rpo", i.e. a (1, 1, 1)' vector. What do I need to do to make the impulse (-1, 1, 1)', i.e. I want the the