impulse response
Posted: Thu Jun 18, 2020 12:33 pm
Hi Tom,
Just a simple query: How can I scale up the shocks (e.g., to 2 sd, 4 sd, 10 sd) using the MCgraphirf procedure? Also change the sign of the shock (impulse) to negative at the same time? I am trying to do this for a 3 variable VAR model.
Many thanks in advance!
Just a simple query: How can I scale up the shocks (e.g., to 2 sd, 4 sd, 10 sd) using the MCgraphirf procedure? Also change the sign of the shock (impulse) to negative at the same time? I am trying to do this for a 3 variable VAR model.
Many thanks in advance!