[R] Impulse response analysis within package vars

[Pfaff, Bernhard Dr.]

hello Sam,

just rescale the result. Please note that *unit change* refers to the error term. By the same token you can also rescale the impulse responses by making use of the standard deviation of the residuals.

Best,
Bernhard

>
>Hi Everyone
>
> > var.2c <- VAR(Canada,p=2,type="const")
> > irf.rw.e <- irf(var.2c,impulse="rw",response=c("e"))
>
>...makes *vars* to compute the orthogonalised impulse responses to a
>*unit* change in variable rw.
>Now, if I want to compute the the orthogonalised impulse responses to a
>*0.25* change in variable rw, how do I do that?
>
>Do I have to alter something in the vars-code?
>
>Regards,
>
>Sam
>
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