Accumulated Responses

Questions and discussions on Vector Autoregressions
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luxu1983
Posts: 61
Joined: Wed Aug 12, 2009 10:53 pm

Accumulated Responses

Unread post by luxu1983 »

dear
how can i calculate the Accumulated Respones?
using
impulse(model=var,results=imp,steps=100)
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TomDoan
Posts: 7826
Joined: Wed Nov 01, 2006 4:36 pm

Re: Accumulated Respones

Unread post by TomDoan »

See manual index:

Impulses Responses, cumulative, RM2

which points you to the "ACCUMULATE" instruction.
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