BGVAR: get_shockinfo – R documentation

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Documentation

BGVAR

get_shockinfo

Create shockinfo argument

Description

Creates dummy shockinfo argument for appropriate use in irf function.

Usage

get_shockinfo(ident="chol", nr_rows=1)

Arguments

`ident`	Definition of identification scheme, either `chol`, `girf` or `sign`.
`nr_rows`	Number of rows in the created dataframe.

Details

Depending on the identification scheme a different shockinfo argument in the irf function is needed. To handle this convenient, an appropriate data.frame with is created with this function.