diffsrf (Model)
Differentiate shock response functions w.r.t. specified parameters
Syntax
outputDatabank = diffsrf(model, numOfPeriods, listOfParams, ...)
outputDatabank = diffsrf(model, range, listOfParams, ...)
Input arguments
model [ model ]
Model object whose response functions will be simulated and differentiated.
range [ numeric | char ]
Simulation date range with the first date being the shock date.
numOfPeriods [ numeric ]
Number of simulation periods.
listOfParams [ char | cellstr ]
List of parameters w.r.t. which the shock response functions will be differentiated.
Output arguments
`outputDatabank` [ struct ]
Database with shock reponse derivatives returned in multivariate time series.
Options
See
model/srffor options available