errorBandsIRF

a var object as from fitVAR or simulateVAR

irf output from impulseResponse function

level of confidence (default <code>alpha = 0.01</code>)

alpha

number of bootstrapped series (default <code>M = 100</code>)

type of resampling: <code>"bootstrap"</code> or <code>"jackknife"</code>

resampling

some options for the estimation: <code>verbose = TRUE</code> or <code>FALSE</code>,
<code>mode = "fast"</code> or <code>"slow"</code>, <code>threshold = TRUE</code> or <code>FALSE</code>.

A function to estimate the confidence intervals for irf and oirf.

A wrapper for sparse VAR/VECM time series models estimation
using penalties like ENET (Elastic Net), SCAD (Smoothly Clipped
Absolute Deviation) and MCP (Minimax Concave Penalty).
Based on the work of Sumanta Basu and George Michailidis
<doi:10.1214/15-AOS1315>.

errorBandsIRF: Error bands for IRF

Description

Usage

Arguments

Value