vars (version 0.1.7)

plot.varirf: Plot method for objects of class varirf

Description

Plots of the impulse response functions per impulse variable.

Usage

## S3 method for class 'varirf':
plot(x, ...)

Arguments

x

An object of class varirf, generated by irf().

...

Currently not used.

encoding

latin1

References

Hamilton, J. (1994), Time Series Analysis, Princeton University Press, Princeton. L�tkepohl, H. (2006), New Introduction to Multiple Time Series Analysis, Springer, New York.

See Also

irf

Examples

data(Canada)
var.2c <- VAR(Canada, p = 2, type = "const")
var.2c.irf <- irf(var.2c, impulse = "e", response = c("prod", "rw",
"U"), boot = FALSE)
plot(var.2c.irf)