Grocer Function

NAME

irf_asy - asymptotic Impulse Response function for VAR

CALLING SEQUENCE

[irf_low,irf_upp]=irf_asy(results,mres,P,IRF,PHI,S,siz)

PARAMETERS

Input

Output

DESCRIPTION

Calculates standard error of Impulse Response Function for VAR by means of the asymptotic formula. Note: a much simpler method is to use irf with option 'meth=asym'.

EXAMPLE

[irf_low,irf_upp]=irf_asy(results,mres,P,IRF,PHI,S,siz)

Example taken from function irf(). This is equivalent to the simpler call: irf(results,S,'meth=asym','mres=name of mres','size=siz').

AUTHOR

Eric Dubois 2002