Impulse response function

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przem
Posts: 8
Joined: Fri Aug 01, 2014 12:52 am

Impulse response function

Postby przem » Mon Aug 04, 2014 3:39 am

Hello,
I have one problem with impulse response function. I am defining my own shock in the residual vector and have problem with reaction in 0 period. To be more specified I am placing chart below.
impulse.JPG
impulse.JPG (39.61 KiB) Viewed 3555 times
As you can see I can observe effect from period 1. Maybe anyone knows how to set the option to display an instantaneous effect.

Thank you in advance

mailin
Posts: 2
Joined: Fri Jan 23, 2015 2:04 am

Re: Impulse response function

Postby mailin » Fri Jan 23, 2015 2:16 am

Hi,

good day. I am interested on how you define your own shocks. I want to specify a 10% permanent change in my one variable starting on the period t+2.

thanks.

kind regards,

Mai Lin


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