Simulates future paths from a dataset using a fitted model. Innovations are
sampled by the model's assumed error distribution. If bootstrap is TRUE,
innovations will be sampled from the model's residuals. If new_data
contains the .innov column, those values will be treated as innovations.
# S3 method for class 'VECM'
IRF(x, new_data, specials, impulse = NULL, orthogonal = FALSE, ...)A fitted model.
A tsibble containing the time points and exogenous regressors to produce forecasts for.
(passed by fabletools::forecast.mdl_df()).
A character string specifying the name of the variable that is shocked (the impulse variable).
If TRUE, orthogonalised impulse responses will be computed.
Other arguments passed to methods