errorBandsIRF: Error bands for IRF
Description
A function to estimate the confidence intervals for irf and oirf.
Usage
errorBandsIRF(v, irf, alpha, M, verbose)
Arguments
v
a var object as from fitVAR or simulateVAR
irf
irf output from impulseResponse function
alpha
level of confidence (default alpha = 0.01)
M
number of bootstrapped series (default M = 100)
verbose
logical; if TRUE print progrss bars
Value
a matrix containing the indices of the impulse response function that
are 0.