[R-SIG-Finance] impulse response function in rmgarch package?

[alexios ghalanos]

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).

Regards,
Alexios

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.
>
> Thanks
>
> Mamush
>
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