Impulse response function
Posted: 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. 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
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