Method to calculate fevdfd for fevdvar (id_fevdfd or id_fevdtd)

Calculate the historical structural shocks for a VAR.

Method to calculate hs for svars (id.chol)

Method to calculate hs for fevdvar (id_fevdfd or id_fevdtd)

Usage

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

hs(x, ...)

# S3 method for class 'svars'
hs(x, cumulative = FALSE, ...)

# S3 method for class 'fevdvar'
hs(x, cumulative = FALSE, ...)

Arguments

x: A VAR. Currently supports either a 'svars' or 'fevdvar' object.
...: Not currently used.
cumulative: Boolean. Default to False, set to True for cummulative shocks.

Value

Class 'fevdhs' list of historical shocks in a data.frame.

Examples

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