| Library: | multi |
| See also: | plotir ciirboot |
| Quantlet: | impres | |
| Description: | computes the forecast error impulse responses of a K-dimensional VAR(p)-model from the model parameters 'a' up to 't' time periods after the shock. |
| Usage: | iaf = impres(a,t) | |
| Input: | ||
| a | K x (K*p) matrix, model parameters | |
| t | scalar, time horizon for impulse response analysis | |
| Output: | ||
| iaf | (t+1) x (K^2) matrix, forecast error impulse responses | |