[R] Impulse response analysis within package vars

jessezeng junchuanzeng at gmail.com
Tue May 3 01:26:22 CEST 2011


Hi, I have a similar question: 

ir <- irf(varsumm, impulse=c("prod", "rea", "rpo") n.ahead=20, runs=500,
ci=0.95)

will calculate the orthogonalized impulse responses from "prod", "rea", and
"rpo", i.e. a (1, 1, 1)' vector. What do I need to do to make the impulse
(-1, 1, 1)', i.e. I want the the first shock to be negative 1 unit? 

Thanks, 

Jesse

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