Adding shocks to 'shockinfo' argument
Adds automatically rows to 'shockinfo' data.frame for appropriate use in irf.
add_shockinfo(shockinfo=NULL, shock=NULL, restriction=NULL, sign=NULL, horizon=NULL, prob=NULL, scale=NULL, global=NULL, horizon.fillup=TRUE)
shockinfo: Dataframe to append shocks. If shockinfo=NULL appropriate dataframe for sign-restrictions will be created.shock: String element. Variable of interest for structural shock. Only possible to add restrictions to one structural shock at a time.restriction: Character vector with variables that are supposed to be sign restricted.sign: Character vector with signs.horizon: Numeric vector with horizons to which restriction should hold. Set horizon.fillup to FALSE to just restrict one specific horizon.prob: Number between zero and one determining the probability with which restriction is supposed to hold.scale: Scaling parameter.global: If set to TRUE, shock is defined as global shock.horizon.fillup: Default set to TRUE, horizon specified up to given horizon. Otherwise just one specific horizon is restricted.This is only possible for sign restriction, hence if ident="sign" in get_shockinfo().
irf