shock.decomposition {dse2} | R Documentation |
Graphs of the effect of shocks are plotted.
shock.decomposition(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. |
All output data is set to zero and then each output in turn is switched to a value of 1.0 for all periods.
None
if(is.R()) data("eg1.DSE.data.diff", package="dse1") model <- est.VARX.ls(eg1.DSE.data.diff) shock.decomposition(model)