summary.mvgam_irf function

Posterior summary of impulse responses

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

## S3 method for class '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

Returns

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(s)

Nicholas J Clark