Thank you very much. I appreciate that. Kind regards, Giulia Chiara
> On 2 Aug 2025, at 5:52 pm, Sven Schreiber <sven.schrei...@fu-berlin.de> wrote: > > Am 31.07.2025 um 13:23 schrieb GIULIA CHIARA: >> Thank you for your quick response. >> If you could, at some point, when it's convenient for you, provide me with >> an example, it would be extremely helpful since I'm not very familiar with >> coding. >> Thank you in advance for your help. I wish you a good day. >> > Luca and I will definitely add the FEVD calculation to the BVAR package quite > soon. In the meantime and for the record, here's the current internal > structure of the results (since this isn't fully spelt out in the help > document): > > - As the help mentions, the output bundle (with user-chosen name) contains a > sub-bundle called "s_irfs". > > - This s_irfs sub-bundle holds a bunch of matrix members, each of which > contains one of the IRFs. > > - The names of these matrix-es are of the pattern: > summ_<originname>_tow_<targetname>, > > where <originname> refers to the variable where the shock comes from,* and > <targetname> of course is the variable that reacts. > > - The number of rows of each matrix is given by the irf horizon that was > chosen, starting from 0 (=contemporaneous impact). > > - There are five columns with posterior statistics: mean, std.dev., 5% > quintile, median, 95% quintile. > > So for example, if your results bundle is called "res", you can access > 'res.s_irfs.summ_interest_tow_inflation[,4]' to get the posterior median of > the structural IRF from the equation of the variable "interest" to the > variable "inflation", as a column vector up to the specified horizon. > > I'm not saying that we guarantee this internal structure to stay like that > forever, but that's the current state of affairs. > > cheers > > sven > > --- > > *: (of course, for structural IRFs the shock source is not the same thing as > a variable, so the variable name is just used to identify the equation which > is considered) > _______________________________________________ > Gretl-users mailing list -- gretl-users@gretlml.univpm.it > To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it > Website: > https://www.google.com/url?q=https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/&source=gmail-imap&ust=1754754776000000&usg=AOvVaw0IO6NC7vJtITZbMOKGQjkc _______________________________________________ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/
