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ifrf (Model)

Frequency response function to shocks.

Syntax

[W,List] = ifrf(M,Freq,...)

Input arguments

M [ model ]

Model object for which the frequency response function will be computed.

Freq [ numeric ]

Vector of frequencies for which the response function will be computed.

Output arguments

W [ namedmat | numeric ]

Array with frequency responses of transition variables (in rows) to shocks (in columns).

List [ cell ]

List of transition variables in rows of the W matrix, and list of shocks in columns of the W matrix.

Options

'MatrixFormat=' [ *'namedmat'| 'plain' ]

Return matrix W as either a namedmat object (i.e. matrix with named rows and columns) or a plain numeric array.

'select=' [ *@all| char | cellstr ]

Return IFRF for selected variables only; @all means all variables.

Description

Examples