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Posterior summary of impulse responses

Source: R/mvgam_irf-class.R
summary.mvgam_irf.Rd

This function takes an mvgam_irf object and calculates a posterior summary of the impulse responses of each series to shocks from each of the other series, at all horizons

Usage

# S3 method for mvgam_irf
summary(object, probs = c(0.025, 0.975), ...)

Arguments

object

an object of class mvgam_irf obtained using the irf() function. This object will contain draws from the posterior distribution of the impulse responses.

probs

The upper and lower percentiles to be computed by the quantile function, in addition to the median

...

ignored

Value

A long-format tibble reporting the posterior median, upper and lower percentiles of the impulse responses of each series to shocks from each of the other series at all horizons.

See also

irf, plot.mvgam_irf

Author

Nicholas J Clark