On Tue, 10 Apr 2018, Sven Schreiber wrote:
Hi,
the irf() function is a weird thing in the sense that it is the only (?)
function that requires input beyond its specified arguments. Namely the
information from the previous VAR/VECM estimation. From a
programming-language systematic point of view it seems to be the "odd man
out".
In contrast, the analogous FEVD calculations are not wrapped in a function,
but in the $fevd accessor, which makes more sense IMO.
So I suggest to introduce a matching $irf accessor with the same layout as
the $fevd accessor. I am aware that the irf() function also needs an alpha
input; this could be done via "set irf_alpha 0.1" or something like that.
Alternatively, the irf() function could get a new bundle argument which would
collect the VAR/VECM results. That way, no dependency on non-argument input
would be required, making the use consistent with all other functions.
Point taken. But right now I'm busy working on ARMA and I don't want
to get distracted. Could you maybe file a bug report or feature
request so this doesn't get forgotten?
Allin