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#110 Make the grabbing of irf / fevd consistent

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closed
nobody
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5
2020-10-27
2018-04-21
Sven S.
No

Moving this here from the devel list:
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.

Thanks,
Sven

Discussion

  • Sven S.

    Sven S. - 2018-05-18
    • summary: Make irf() function consistent (or replace it) --> Make the grabbing of irf / fevd consistent
     
  • Sven S.

    Sven S. - 2018-05-18

    [changing the ticket title a little to reflect the new focus]
    Some discussion on the list ended with the following plan:
    1) Add a fevd() function that provides an interface analogous to the irf() function.
    2) Later, add a new optional bundle argument to these functions which contains the information from a VAR/VECM estimation, such that the new $system accessor can be used in there. (If that argument is omitted, the current behavior is retained, using the last estimated VAR.)

    thanks,
    sven

     
  • Sven S.

    Sven S. - 2018-05-23
    • status: open --> closed
     
  • Sven S.

    Sven S. - 2018-05-23

    Some details of the implementation are still being discussed, but in principle the fevd() function is now there, and irf() takes a $system bundle arg. So closing this.

     

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