shock.decomposition {dse2}R Documentation

Shock Decomposition

Description

Graphs of the effect of shocks are plotted.

Usage

    shock.decomposition(model, horizon=30, shock=rep(1,horizon))

Arguments

model An object of class TSmodel or TSestModel.
horizon The number of periods for which to calculate the effect of shocks.

Details

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

Value

None

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
model <- est.VARX.ls(eg1.DSE.data.diff)
shock.decomposition(model)