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.
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
Impulse response function
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Re: Impulse response function
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
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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