R语言 vars包 irf()函数中文帮助文档(中英文对照)

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irf(vars)
irf()所属R语言包：vars

                                        Impulse response function
                                         脉冲响应函数

                                         译者：生物统计家园网 机器人LoveR

描述----------Description----------

Computes the impulse response coefficients of a VAR(p) (or transformed VECM to VAR(p)) or a SVAR for n.ahead steps.
计算一个VAR（对）（或转化VECM为VAR（对））或SVARn.ahead步骤的脉冲响应系数。


用法----------Usage----------


## S3 method for class 'varest'
irf(x, impulse = NULL, response = NULL, n.ahead = 10,
ortho = TRUE, cumulative = FALSE, boot = TRUE, ci = 0.95,
runs = 100, seed = NULL, ...)
## S3 method for class 'svarest'
irf(x, impulse = NULL, response = NULL, n.ahead = 10,
ortho = TRUE, cumulative = FALSE, boot = TRUE, ci = 0.95,
runs = 100, seed = NULL, ...)
## S3 method for class 'vec2var'
irf(x, impulse = NULL, response = NULL, n.ahead = 10,
ortho = TRUE, cumulative = FALSE, boot = TRUE, ci = 0.95,
runs = 100, seed = NULL, ...)
## S3 method for class 'svecest'
irf(x, impulse = NULL, response = NULL, n.ahead = 10,
ortho = TRUE, cumulative = FALSE, boot = TRUE, ci = 0.95,
runs = 100, seed = NULL, ...)



参数----------Arguments----------

参数：x
Object of class "varest"; generated by VAR(), or object of class "svarest"; generated by SVAR(), or object of class "vec2var"; generated by vec2var(), or object of class "svecest"; generated by SVEC().   
对象类的varest所产生的VAR()，或对象类的svarest所产生的SVAR()，或对象类的 vec2var;所产生的vec2var()或对象类的svecest，所产生的SVEC()。


参数：impulse
A character vector of the impulses, default is all variables.   
字符向量的冲动，默认为所有的变量。


参数：response
A character vector of the responses, default is all variables.   
字符向量的回应，默认为所有的变量。


参数：n.ahead
Integer specifying the steps.
整数，指定步骤。


参数：ortho
Logical, if TRUE (the default) the orthogonalised impulse response coefficients are computed (only for objects of class "varest").     
逻辑，如果TRUE（默认）orthogonalised的脉冲响应系数计算（仅适用于对象的类varest）。


参数：cumulative
Logical, if TRUE the cumulated impulse response coefficients are computed. The default value is false.   
逻辑，如果TRUE累计的脉冲响应系数计算。默认值是假的。


参数：boot
Logical, if TRUE (the default) bootstrapped error bands for the imuplse response coefficients are computed.   
逻辑，如果TRUE（默认值）的自举误差带的imuplse反应系数计算。


参数：ci
Numeric, the confidence interval for the bootstrapped errors bands.
数字，自举误差带的置信区间。


参数：runs
An integer, specifying the runs for the bootstrap.
一个整数，指定运行的引导。


参数：seed
An integer, specifying the seed for the rng of the bootstrap.
一个整数，指定的种子rng的引导。


参数：...
Currently not used.
目前没有使用。


Details

详细信息----------Details----------

The impulse response coefficients of a VAR(p) for n.ahead steps are computed by utilising either the function Phi() or Psi(). If boot = TRUE (the default), confidence bands for a given width specified by ci are derived from runs bootstrap. Hereby, it is at the users leisure to set a seed for the random number generator.<br> The standard percentile interval is defined as:
一个VAR（对）的脉冲响应系数n.ahead步骤通过利用计算的函数Phi()或Psi()。如果boot = TRUE（默认值），置信区间为给定的宽度指定的ci是从runs引导。在此，它是在用户的休闲设置seed的随机数发生器。<BR>标准的百分间隔被定义为：

with s_{&alpha;/2}^* and s_{1 - &alpha;/2}^* are the &alpha;/2 and 1 - &alpha;/2 quantiles of the bootstrap distribution of &Psi;^* or &Phi;^* depending whether ortho = TRUE. In case cumulative = TRUE, the confidence bands are calculated from the cumulated impulse response coefficients.
s_{&alpha;/2}^*和s_{1 - &alpha;/2}^*是&alpha;/2和1 - &alpha;/2位数的引导分布&Psi;^*或&Phi;^*的取决于是否ortho = TRUE。的情况下cumulative = TRUE，置信区间的计算从累积的脉冲响应系数。


值----------Value----------

A list of class "varirf" with the following elements is returned:<br>
列表类的varirf返回包含下列元素：参考


参数：irf
A list with matrices for each of the impulse variables containing the impulse response coefficients.
为每个冲动变量包含的脉冲响应系数与矩阵的列表。


参数：Lower
If boot = TRUE, a list with matrices for each of the impulse variables containing the lower bands.
如果boot = TRUE，为每个冲动变量含有较低频段与矩阵的列表。


参数：Upper
If boot = TRUE, a list with matrices for each of the impulse variables containing the upper bands.
如果boot = TRUE，为每个冲动变量包含的上部频带与矩阵的列表。


参数：response
Character vector holding the names of the response variables.   
字符向量响应变量的名称。


参数：impulse
Character vector holding the names of the impulse  variables.
字符向量保持脉冲变量的名称。


参数：ortho
Logical, if TRUE, orthogonalised impulse reponses have been computed.
逻辑，如果TRUE，orthogonalised冲动反应变量计算。


参数：cumulative
Logical, if TRUE, cumulated impulse reponses have been computed.
逻辑，如果TRUE，累计冲动反应变量计算。


参数：runs
An integer, specifying the number of bootstrap runs.
一个整数，指定的引导运行。


参数：ci
Numeric, defining the confidence level.
数字，确定置信水平。


参数：boot
Logical, if TRUE bootstrapped error bands have been computed.
逻辑，如果TRUE的自举误差带已计算。


参数：model
Character, containing "class(x)".
字符，包含class(x)。


（作者）----------Author(s)----------


Bernhard Pfaff



参考文献----------References----------

Bootstrap, Chapman \&amp; Hall, New York.
University Press, Princeton.
Analysis, Springer, New York.

参见----------See Also----------

VAR, SVAR, vec2var, SVEC, Phi, Psi, plot
VAR，SVAR，vec2var，SVEC，Phi，Psi，plot


实例----------Examples----------


data(Canada)
## For VAR[＃对于VAR]
var.2c <- VAR(Canada, p = 2, type = "const")
irf(var.2c, impulse = "e", response = c("prod", "rw", "U"), boot =
FALSE)
## For SVAR[＃对于SVAR]
amat <- diag(4)
diag(amat) <- NA
svar.a <- SVAR(var.2c, estmethod = "direct", Amat = amat)
irf(svar.a, impulse = "e", response = c("prod", "rw", "U"), boot =
FALSE)

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注：
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