shockDecomposition           package:dse2           R Documentation

_S_h_o_c_k _D_e_c_o_m_p_o_s_i_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     Graphs of the effect of shocks are plotted.

_U_s_a_g_e:

         shockDecomposition(model, horizon=30, shock=rep(1,horizon))

_A_r_g_u_m_e_n_t_s:

   model: An object of class TSmodel or TSestModel.

 horizon: The number of periods for which to calculate the effect  of
          shocks.

   shock: data to be used model output. See details.

_D_e_t_a_i_l_s:

     All output data is set to zero and then each output in turn is
     switched to  a value of shock (default 1.0) for all periods.

_V_a_l_u_e:

     None

_E_x_a_m_p_l_e_s:

     if(is.R()) data("eg1.DSE.data.diff", package="dse1")
     model <- estVARXls(eg1.DSE.data.diff)
     shockDecomposition(model)

