Calculate the historical decomposition for a VAR.

Calculate the historical decomposition for a VAR.

Method to calculate hd for svars (id.chol)

Usage

hd(x, ...)

# S3 method for class 'svars'
hd(x, ...)

Arguments

x

A VAR. Currently supports either a 'svars' or 'fevdvar' object.

...

Not currently used.

Value

Class 'fevdhd' list of historical decomposition in a data.frame.

Examples

x <- svars::USA
v <- vars::VAR(x, p = 2)
sv <- svars::id.chol(v)
hd <- hd(sv)