create_lags

Create a <a href="/link/data.frame?package=lpirfs&version=0.2.4" data-mini-rdoc="lpirfs::data.frame">data.frame</a>() with lagged exogenous variables.

internal

Provides functions to estimate and visualize linear as well as nonlinear impulse
responses based on local projections by Jordà (2005) <doi:10.1257/0002828053828518>.
The methods and the package are explained in detail in Adämmer (2019) <doi:10.32614/RJ-2019-052>.

Philipp Adämmer

lpirfs

Local Projections Impulse Response Functions

James P. LeSage

Mehmet Balcilar

Jon Danielsson

create_lags function

<dl><dt>data</dt>
<dd>A <a href="/link/data.frame?package=lpirfs&version=0.2.4" data-mini-rdoc="lpirfs::data.frame">data.frame</a>().</dd>
<dt>lags</dt>
<dd>Integer for the number of lags.</dd></dl>

Arguments

Author

Create a <a href='https://rdrr.io/r/base/data.frame.html'>data.frame</a>() with lagged exogenous variables.

Compute a data frame with lagged exogenous variables — create_lags

<dl>

<dt>data</dt>
<dd>A <a href='https://rdrr.io/r/base/data.frame.html'>data.frame</a>().</dd>


<dt>lags</dt>
<dd>Integer for the number of lags.</dd>

</dl>

create_lags: Compute a data frame with lagged exogenous variables

Description

Usage

Value

Arguments

Author