[R] Impulse response analysis within package vars

Samuel Bächler linux at boeser.ch
Thu Aug 7 13:39:02 CEST 2008


Hi Everyone

 > var.2c <- VAR(Canada,p=2,type="const")
 > irf.rw.e <- irf(var.2c,impulse="rw",response=c("e"))

...makes *vars* to compute the orthogonalised impulse responses to a
*unit* change in variable rw.
Now, if I want to compute the the orthogonalised impulse responses to a
*0.25* change in variable rw, how do I do that?

Do I have to alter something in the vars-code?

Regards,

Sam



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