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bpfaff / vars

Multivariate Time Series Models: VAR, SVAR and SVEC
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mislabeling in irf plot #7

Open giancarlobruno opened 4 years ago

giancarlobruno commented 4 years ago

When using the function irf() specifying the impulse variable it seems that the plot has the labels wrong. Here is an example:

library(vars) dati <- ts.union(BJsales.lead,BJsales) var.sales <- vars::VAR(y=diff(dati),p=8) var.irf1 <- vars::irf(var.sales, boot=FALSE,n.ahead=8,ortho=FALSE,cumulative=FALSE) var.irf2 <- vars::irf(var.sales,impulse="BJsales.lead",response="BJsales", boot=FALSE,n.ahead=8,ortho=FALSE,cumulative=FALSE)

first plot lower panel peak at 3

plot(var.irf1)

lower panel peak at 4

plot(var.irf2)

extrospective commented 2 years ago

Both peaked above 4 when I re-ran this code. Please provide the images if you are seeing something else.

Recommend ticket get closed if not further supported.

giancarlobruno commented 2 years ago

I still get the same behaviour. Please find attached what I see in the two plots plot1 plot2