plot_struct_shocks {sstvars}R Documentation

Plot structural shock time series of a STVAR model

Description

plot_struct_shocks plots structural shock time series of a structural STVAR model. For reduced form models (not identified by non-Gaussianity), recursive identification is assumed.

Usage

plot_struct_shocks(stvar)

Arguments

stvar

object of class "stvar"

Details

Plot the time series of the structural shocks of a structural STVAR model.

Value

No return value, called for its side effect of plotting the structural shock time series.

References

See Also

diagnostic_plot, fitSTVAR, fitSSTVAR, STVAR,

Examples

## Gaussian STVAR p=1, M=2 model, with weighted relative stationary densities
# of the regimes as the transition weight function:
theta_122relg <- c(0.734054, 0.225598, 0.705744, 0.187897, 0.259626, -0.000863,
  -0.3124, 0.505251, 0.298483, 0.030096, -0.176925, 0.838898, 0.310863, 0.007512,
  0.018244, 0.949533, -0.016941, 0.121403, 0.573269)
mod122 <- STVAR(data=gdpdef, p=1, M=2, params=theta_122relg)

# Plot the times series structural shocks assuming recursive identification:
plot_struct_shocks(mod122)

[Package sstvars version 1.1.2 Index]