CODEWITHSUNDEEP
rregressionvarautoregressive-models
Sympa
Sympa

Reputation: 165

How to generate the actual results of an IRF() function within the vars package?

Somehow, I am unable to generate the actual underlying values of the IRFs. See code of a simple VAR model.

irf5<-irf(var2, impulse = "libor", response = "y", n.ahead = 10, ortho = TRUE, boot = TRUE, CI = 0.95, runs = 100)

I can generate the resulting IRF plots just fine with this code:

plot(irf5)

But, I can't generate the underlying values. I'd like to do so to have precise figures. Visually interpreting IRFs is not that accurate. Using the summary() did not provide me this information.

Upvotes: 0

Views: 982

Answers (2)

Nils B&#246;ttcher
Nils B&#246;ttcher

Reputation: 11

You should be able to get the values by using irf5$irf

Upvotes: 0

dr.dre
dr.dre

Reputation: 11

I think you need just to write irf5 in command line and push ctrl+enter. If you can plot irf, so there are no errors, you can easily get IRF's values. In other words, inirf5<-irf(var2,....) you just generate and save new variable, but not call to it

Upvotes: 1

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