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My codes are as follows:
bvar_obj <- new(bvarm)
bvar_obj$build(data,TRUE,20)
bvar_obj$prior(c(0.5,0.5))
bvar_obj$gibbs(10000) #Create the plot with R code IRF.Rcpp_bvarm(bvar_obj, 20, var_names = colnames(data), save = FALSE)
Then I get some plots like that:
My question is when I get the response pulse plots, where could I find the values of estimate and variance of these plots?
The text was updated successfully, but these errors were encountered:
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My codes are as follows:
create bvarm object
bvar_obj <- new(bvarm)
add data; add a constant; and set lags (p) = 10
bvar_obj$build(data,TRUE,20)
prior of 0.5 on own-first-lags, and take default values for the hyperparameters
bvar_obj$prior(c(0.5,0.5))
draw from the posterior distribution
bvar_obj$gibbs(10000)
#Create the plot with R code
IRF.Rcpp_bvarm(bvar_obj, 20, var_names = colnames(data), save = FALSE)
Then I get some plots like that:
My question is when I get the response pulse plots, where could I find the values of estimate and variance of these plots?
The text was updated successfully, but these errors were encountered: