I am pretty sure, it is a unit shock. I think that it says in th
documentation.

On 10/13/07, Martin Ivanov <tramni@abv.bg> wrote:
>
>
> Dear R users,
>
> I am using the vars package to calculate the impulse response functions
> and the forecast error variance decomposition of a VAR model. Unfortunately
> I do not know whether these functions assume unit or one standard deviation
> shocks. I tried to look into the code of these functions, but in vain:
> neither irf, nor vars::irf, nor vars:::irf output the code of the functions.
> Does someone know whether irf and fevd assume one standard deviation or a
> unit shock? How can I see the code of these functions?
>
> Regards,
> Martin Ivanov
>
> -----------------------------------------------------------------
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