hello Sam, just rescale the result. Please note that *unit change* refers to the error term. By the same token you can also rescale the impulse responses by making use of the standard deviation of the residuals.
Best, Bernhard > >Hi Everyone > > > var.2c <- VAR(Canada,p=2,type="const") > > irf.rw.e <- irf(var.2c,impulse="rw",response=c("e")) > >...makes *vars* to compute the orthogonalised impulse responses to a >*unit* change in variable rw. >Now, if I want to compute the the orthogonalised impulse responses to a >*0.25* change in variable rw, how do I do that? > >Do I have to alter something in the vars-code? > >Regards, > >Sam > >______________________________________________ >R-help@r-project.org mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide >http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. > ***************************************************************** Confidentiality Note: The information contained in this ...{{dropped:10}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.