Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: multi
See also: domulti

Quantlet: ira
Description: Generation of menu system for impulse response analysis. A system of menus will appear on the screen that guides you through the stages of impulse response analysis for vector autoregressive models. This quantlet defines the following pop-up menus: irairmax, iracoverage, irabootci, irayscale, iraimpulse, iraresponse, iraselectgraph, iramain, iradisplay, irainfodisplay. This quantlet defines the following auxiliary functions: vector2string, strvector2string, comparevector. The quantlet ira() communicates by one list ('m.*') with the pop-ups. The succesion of the pop-ups is controlled with two other lists ('enter.*' and 'return.*'). All lists are defined in ira().

Usage: ira(y,p,adj,variablenames)
Input:
y K x (p+T) matrix, the multivariate time series (K univariate series with (p+T) observations)
p scalar, order of the VAR-model
adj scalar, 1 = mean adjusted model, 0 = otherwise
variablenames K x 1 string vector, names for each time series

Example:
library("multi")
x = read("e1")
x=x'
ira(x,1,1,"a"|"b"|"c")

Result:
menu "Impulse Response Analysis" is created.



Author: A. Benkwitz, 19982801 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006