Empirical estimation of PVAR Impulse Response Confidence Bands
Uses blockwise sampling of individuals (bootstrapping)
bootstrap_irf(model, typeof_irf, n.ahead, nof_Nstar_draws, confidence.band)
## S3 method for class 'pvargmm'
bootstrap_irf(
model,
typeof_irf = c("OIRF", "GIRF"),
n.ahead,
nof_Nstar_draws,
confidence.band = 0.95
)model |
A PVAR model |
typeof_irf |
|
n.ahead |
n ahead steps |
nof_Nstar_draws |
Number of draws |
confidence.band |
Confidence band |
## Not run:
data("ex1_dahlbergdata")
bootstrap_irf(ex1_dahlberg_data,
typeof_irf = "OIRF",
n.ahead = 12,
nof_Nstar_draws = 2,
confidence.band = 0.95)
## End(Not run)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.