Grocer Function

NAME

irf0 - Low-level Impulse Response function

CALLING SEQUENCE

[IRF,PHI]=irf0(beta,S,N,p,P)

PARAMETERS

Input

Output

DESCRIPTION

Calculates Impulse Response Function for VAR (low level function).

EXAMPLE

m=irf0(sbeta,S,N,p,P)

Example taken from function irf_mc1(). Used because of its greater speed.

AUTHOR

Eric Dubois 2002