dse: shockDecomposition – R documentation

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shockDecomposition

Shock Decomposition

Graphs of the effect of shocks are plotted.

shockDecomposition(model, horizon=30, shock=rep(1,horizon))

`model`	An object of class TSmodel or TSestModel.
`horizon`	The number of periods for which to calculate the effect of shocks.
`shock`	data to be used model output. See details.

All output data is set to zero and then each output in turn is switched to a value of shock (default 1.0) for all periods.

None

Graphs of the effect of shocks are plotted.

data("eg1.DSE.data.diff", package="dse")
model <- estVARXls(eg1.DSE.data.diff)
shockDecomposition(model)

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release