Grocer Function

NAME

irf_mc1 - Monte-Carlo Impulse Response function for VAR

CALLING SEQUENCE

[irf_low,irf_upp]=irf_mc1(res,mres,S,N,p,niter,siz)

PARAMETERS

Input

Output

DESCRIPTION

Calculates standard error of Impulse Response Function for VAR by means of Monte-Carlo simulations on the coefficient matrix.

EXAMPLE

[irf_low,irf_upp]=irf_mc1(results,mres,S,N,p,niter,siz)

Example taken from function irf(). This is equivalent to the simpler call: irf(results,S,'mres=name of mres','size=siz','meth=mc1','niter=value of niter')).

AUTHOR

Eric Dubois 2002