IRFContainer

IRFContainer Container for storing impulse response functions.

This class holds IRFs, variable names, the originating model, and the identification method used (if any).

Properties

  • irfs (3D array): IRFs with dimensions:
  • First: Response variable.
  • Second: Shock.
  • Third: Horizon.
  • varnames (cell array): Names of response variables.
  • model (Model): Model used to compute the IRFs.
  • identificationMethod (IdentificationMethod):
  • Identification method if the model is reduced form.