[R-SIG-Finance] impulse response function in rmgarch package?
alexios at 4dscape.com
Fri Mar 30 16:05:48 CEST 2012
I assume you are referring to the VAR methods in the package for which
Impulse Response functions have not been implemented. Look in the 'vars'
package for those.
I am surprised that you can't get the documentation since it is
installed together with the package (try ?rmgarch).
On 30/03/2012 12:21, mamush bukana wrote:
> Dear members,
> Is there a function to estimate and plot Impulse Response Function in
> rmgarch package please? I can't get the package documentation; and that is
> why I am asking this silly question.
> [[alternative HTML version deleted]]
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