Time Series · Multivariate

var_irf

VAR + Impulse Responses. Vector autoregression with AIC lag selection + orthogonal IRFs. EViews/RATS 'VAR'.

Identity

version 1.0.0 · capability dynamics · min_obs 100 · runner r (var_irf.R)

Primitives

—

Composes with

not yet a catalog field — operator-composition metadata lands with Pathway F; nothing is invented here.

Parameters

name	type	req
series	series (n=2–6)	required
p	int	optional
irf_h	int	optional

Returns

method,dataset,series,n,lag_order,irf_horizon,adj_r2,stable,max_root,irf_shock,irf

Paper

none — honest: a substrate method; no single companion paper claims it.

Changelog

[object Object]

Run it

curl -s -X POST https://shssm-compute-b7ui3oxaqq-el.a.run.app/api/compute/run \
  -H "Content-Type: application/json" \
  -d '{"method":"var_irf","params":{"series":["India","USA"]}}'

▶ open in the Workbench with var_irf preselected

Generated from GET /api/compute/catalog by scripts/gen-man.mjs — the catalog is the truth; no hand-written method docs. · Econstellar · SHSSM, IIT Bhubaneswar.