summary.mvgam_irf {mvgam} | R Documentation |
Posterior summary of impulse responses
Description
This function takes an mvgam_irf
object and
calculates a posterior summary of the impulse responses of each
series to shocks from each of the other series, at all horizons
Usage
## S3 method for class 'mvgam_irf'
summary(object, probs = c(0.025, 0.975), ...)
Arguments
object |
an object of class |
probs |
The upper and lower percentiles to be computed by the |
... |
ignored |
Value
A long-format tibble
reporting the posterior median,
upper and lower percentiles of the impulse responses of each series to shocks
from each of the other series at all horizons.
Author(s)
Nicholas J Clark
See Also
[Package mvgam version 1.1.51 Index]