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where to find the values of estimate and variance of response pulse (IRF) plot? #59

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salutginny opened this issue Apr 12, 2023 · 0 comments

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@salutginny
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My codes are as follows:

create bvarm object

bvar_obj <- new(bvarm)

add data; add a constant; and set lags (p) = 10

bvar_obj$build(data,TRUE,20)

prior of 0.5 on own-first-lags, and take default values for the hyperparameters

bvar_obj$prior(c(0.5,0.5))

draw from the posterior distribution

bvar_obj$gibbs(10000)
#Create the plot with R code
IRF.Rcpp_bvarm(bvar_obj, 20, var_names = colnames(data), save = FALSE)

Then I get some plots like that:
image

My question is when I get the response pulse plots, where could I find the values of estimate and variance of these plots?

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