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 theW
matrix.
Options
'MatrixFormat='
[ *'namedmat'
| 'plain'
]
Return matrix
W
as either anamedmat
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.