IRFContainer
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.