Calculate either the IRF in the frequency domain.

Method to calculate irffd for fevdvar (this package)

Method to calculate irffd for svars (id.chol)

Usage

irffd(var, ...)

# S3 method for class 'fevdvar'
irffd(var, freqs = c(0, 2 * pi), grid_size = 1000, ...)

# S3 method for class 'svars'
irffd(var, freqs = c(0, 2 * pi), grid_size = 1000, ...)

Arguments

var: A VAR. Currently supports either a 'svars' or 'fevdvar' object.
...: Not currently used.
freqs: vector of length 2 of min and max frequencies (0:2pi)
grid_size: how fine the grid to approximate the frequency domain

Value

irffd object, storing a data.frame

Examples

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