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I think I may have worked it out. I've created a new matrix which the correct number of rows to match my model.

matrix(5,1) shock
shock.fill(by=c) 0,-1,0,0,0

I only what to estimate a negative shock from the second variable so I've changed that to a -1 and left the others at 0 is that correct?

I'm trying to do an impulse response with a negative shock. My model looks like log(x1) log(x2) log(x3) log(x4) log(x5) But I only want to look at the impulse response of log(x1) and log(x2) Looking at other posts I believe I need a matrix which I have created. matrix(2,1) shock shock.fill(by=c) -1,...

Thank you thats exactly what I was looking for

Hi, I'm trying to create a model for the for a net oil price increase as proposed by J Hamilton where he considers the rate of price increase in the current period relative to price movements over the past year I would like to create a series that is made up from this logic but I can't work out how ...