pompom (version 0.2.0)

iRAM_equilibrium: Generate iRAM (impulse response anlaysis metric) in the equilibrium form.

Description

Generate iRAM (impulse response anlaysis metric) in the equilibrium form.

Usage

iRAM_equilibrium(beta.matrix, var.number, lag.order)

Arguments

beta.matrix

beta matrix for a point estimate

var.number

number of variables in the time series

lag.order

lag order of the model to be fit

Value

a list of equilibria. First numeric number in the variable name indicate where the impulse was given, and the second numeric number indicate the response, e.g., e12 indicates equilibrium of node 2 when node 1 is given an impulse.

Examples

Run this code
# NOT RUN {
iRAM_evalue <- iRAM_equilibrium(beta.matrix = true_beta_3node,
    var.number = 3,
    lag.order = 1
    )
iRAM_evalue
# }
# NOT RUN {

# }

Run the code above in your browser using DataCamp Workspace