SVARResult.irf

SVARResult.irf(horizon=20, *, cumulative=False)

Structural impulse responses of every variable to the identified shocks.

Parameters:

• horizon (int) – Largest lead to return.

• cumulative (bool) – Return running sums, for differenced data and level questions.

Return type:

NDArray[double]

Returns:

An array of shape (horizon + 1, k, s); entry [h, i, j] is the response of variable i at lead h to one standard deviation of identified shock j.