def irf(self, periods=10, var_order=None):
"""
Analyze structural impulse responses to shocks in system
Parameters
----------
periods : int
Returns
-------
irf : IRAnalysis
"""
A = self.A
B = self.B
P = np.dot(npl.inv(A), B)
return IRAnalysis(self, P=P, periods=periods, svar=True)
def irf(self, periods=10, var_decomp=None, var_order=None):
"""Analyze impulse responses to shocks in system
Parameters
----------
periods : int
var_decomp : ndarray (k x k), lower triangular
Must satisfy Omega = P P', where P is the passed matrix. Defaults to
Cholesky decomposition of Omega
var_order : sequence
Alternate variable order for Cholesky decomposition
Returns
-------
irf : IRAnalysis
"""
if var_order is not None:
raise NotImplementedError('alternate variable order not implemented'
' (yet)')
return IRAnalysis(self, P=var_decomp, periods=periods)