Re: [Gretl-users] Magnitude of VAR shocks

Em 23 de abril de 2013, Gabriela Nodari escreveu: I was wondering if there is the possibility to change the magnitude of a Dear Gabriela, I think you can do this using the function "irf". Please take a look ate the following code: <hansl> open australia.gdt "VAR 1" <- var 4 E IAU IUS --impulse-responses # Response of E to a shock in E: 1 standard deviation matrix shock_E = irf(1,1) gnuplot 1 {set title "Response of E to a 1 s.d. shock in E";} \ --time-series --with-lines --matrix=shock_E --output=display # Response of E to a shock in E: 1 unit matrix x1 = irf(1,1)[1,1] matrix one_unit_shock_E = shock_E/x1 gnuplot 1 {set title "Response of E to a 1 unit shock in E";} \ --time-series --with-lines --matrix=one_unit_shock_E --output=display # Response of E to a shock in IUS: 1 standard deviation matrix shock_IUS = irf(1,3) gnuplot 1 {set title "Response of E to a 1 s.d. shock in E";} \ --time-series --with-lines --matrix=shock_IUS --output=display # Response of E to a shock in IUS: 1 unit matrix x2 = irf(3,3)[1,1] matrix one_unit_shock_IUS = shock_IUS/x2 gnuplot 1 {set title "Response of E to a 1 unit shock in E";} \ --time-series --with-lines --matrix=one_unit_shock_IUS --output=display </hansl> If I am correct, all that you need to do is multiply (or divide) the irf function by some scalar (in my example I used x1 and x2).I hope this helps you :-) Best, Henrique Andrade* *