errorBandsIRF {sparsevar} | R Documentation |
A function to estimate the confidence intervals for irf and oirf.
errorBandsIRF(v, irf, alpha, M, resampling, ...)
v |
a var object as from fitVAR or simulateVAR |
irf |
irf output from impulseResponse function |
alpha |
level of confidence (default |
M |
number of bootstrapped series (default |
resampling |
type of resampling: |
... |
some options for the estimation: |
a matrix containing the indices of the impulse response function that are 0.