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: plot
See also: impres varunls

Quantlet: plotir
Description: Plots impulse response functions (ir) of a K-dimensional VAR(p) optionally with up to four different confidence intervals or confidence limits. Different methods for computing confidence intervals for impulse responses are thus graphically comparable. Optionally, the appearance of the graphical output can be controlled.

Usage: plotir(ir {, optionname1, optionvalue1} {, optionname2, optionvalue2} { ... })
Input:
ir (N x K^2) matrix, impulse response functions, each column represents a specific impulse response function over time. The first K columns of ir are the responses of the first variable on an impulse in the first, second,...,K-th variable, the second K columns are the responses of the second variable on an impulse in the first, second,...,K-th variable, and so on. The first row is set with time zero.
optionname1 ... optionname10 String. Following option names are valid: "variables" - user can specify variable names "impulse" - which impulse variables are plotted "response" - which response variables should be displayed "labels" - specify the names labels "explain" - should the plot matrix be explained? "scale" - scaling preferences "cb1" - confidence bound 1 "cb2" - confidence bound 2 "cb3" - confidence bound 3 "cb4" - confidence bound 4
optionvalue1 ... optionvalue10 values according to the before specified option name. The following optionvalues are valid. optionname optionvalue "variables" - vector of strings, e.g. "ln GNP"|"ln M1"|"r" default: "y1"|"y2"|...|"yK" "impulse" - vector of integers, that specifies the impulse variables that appear in the plot, e.g. 2|3 default: 1|2|...|K "response" - vector of integers, that specifies the response variables that appear in the plot, e.g. 1|3 default: 1|2|...|K "labels" - vector of strings, e.g. "Estimated i.r."|"CI 1" default: no labels are plotted "explain" - integer, 0 (no explanation) or 1 (aditional explanation) default: 1 "scale" - string: "sep", "row", "col", or "all" default: "sep" "cb1"..."cb4" - ( irmax+1 x K^2) - matrix, or (2*(irmax+1) x K^2) - matrix




Author: A. Benkwitz, 19980127
(C) MD*TECH Method and Data Technologies, 05.02.2006