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alexanderlange53 / svars

R Package for data driven SVAR identification of impulse response functions
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Plot IRFs in all regimes after id.cv #86

Open ilolic opened 1 year ago

ilolic commented 1 year ago

Hi,

I am using id.cv with three regimes (putting value to SB and SB2), and I would like to plot irfs with confidence intervals.

If I run wild.boot, it will give me some kind of average across regimes, while running irf function doesn't provide bands.

I would like to get irfs for every regime with confidence intervals. Is it possible?

Thank you very much!