Why does impulse response function of VAR starts at zero and not at one?

Wed, Jul 24, 2013 7:07 AM

An embedded and charset-unspecified text was scrubbed...
Name: not available
URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20130724/8fffd61a/attachment.pl>

Thread (3 messages)

José Verhoeven Why does impulse response function of VAR starts at zero and not at one? Jul 22 José Verhoeven Why does impulse response function of VAR starts at zero and not at one? Jul 24 Jeff Newmiller Why does impulse response function of VAR starts at zero and not at one? Jul 24