Plots impulse responses

Description

Plots the m x m matrix of impulse responses produced by irf.

Usage

## S3 method for class 'irf'
plot(x, varnames = attr(x, "eqnames"), ...)

Arguments

Details

Generates a plot in ther current plotting device of the impulse responses in irf. See below for functions that allow one to add error bands and confidence regions to the impulse responses. Impulses or shocks are in the columns and the rows are the responses.

Value

None. Draws a graph in the current device.

Note

This function should NOT be used for Monte Carlo samples of IRFs. Use plot.mc.irf for this purpose.

Author(s)

Patrick T. Brandt

References

Hamilton, James. 1994. Time Series Analysis, Chapter 11.

Sims, C.A. 1980. "Macroeconomics and Reality" Econometrica.

See Also

irf to produce impulse responses from a VAR object, mc.irf, and plot.mc.irf for methods that allow frequentist and Bayesian error bands in the impulse responses

Examples

data(IsraelPalestineConflict)
rf.var <- reduced.form.var(IsraelPalestineConflict, p=6)
plot(irf(rf.var, nsteps = 12))

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(MSBVAR)
##
## MSBVAR Package v.0.9-2
## Build date:  Mon Jul  4 19:52:59 2016 
## Copyright (C) 2005-2016, Patrick T. Brandt
## Written by Patrick T. Brandt
##
## Support provided by the U.S. National Science Foundation
## (Grants SES-0351179, SES-0351205, SES-0540816, and SES-0921051)
##

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/MSBVAR/plot.irf.Rd_%03d_medium.png", width=480, height=480)
> ### Name: plot.irf
> ### Title: Plots impulse responses
> ### Aliases: plot.irf
> ### Keywords: hplot models
> 
> ### ** Examples
> 
> data(IsraelPalestineConflict)
> rf.var <- reduced.form.var(IsraelPalestineConflict, p=6)
> plot(irf(rf.var, nsteps = 12))
         [,1]      [,2]
[1,]  0.00000  3.386248
[2,] 60.58718 24.067998
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>