Computes the impulse response coefficients of a VAR(p) (or transformed VECM to VAR(p)) for n.ahead steps. This is a modification of vars::irf() for the class "varshrinkest".
# S3 method for varshrinkest
irf(x, impulse = NULL, response = NULL,
n.ahead = 10, ortho = TRUE, cumulative = FALSE, boot = TRUE,
ci = 0.95, runs = 100, seed = NULL, ...)
Object of class 'varshrinkest';
generated by VARshrink()
A character vector of the impulses, default is all variables.
A character vector of the responses, default is all variables.
Integer specifying the steps.
Logical, if TRUE (the default) the orthogonalised impulse response coefficients are computed (only for objects of class 'varshrinkest').
Logical, if TRUE the cumulated impulse response coefficients are computed. The default value is false.
Logical, if TRUE (the default) bootstrapped error bands for the imuplse response coefficients are computed.
Numeric, the confidence interval for the bootstrapped errors bands.
An integer, specifying the runs for the bootstrap.
An integer, specifying the seed for the rng of the bootstrap.
Currently not used.