Impulse-Response Analysis
Install and import
npm install fintech-algorithmsimport { impulseResponses } from "fintech-algorithms/statistical-time-series/multivariate-systems/impulse-response-analysis";Signature
impulseResponses(coefficients, horizon)Worked example
executed Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.
Input
[
[
[0.55, 0.18],
[-0.12, 0.42]
]
]8[
[0.8, 0],
[0.35, 0.55]
]Call
impulseResponses(coefficients, horizon)Returns
object with 10 fields: responses, cumulative_responses, horizon, impact_matrix, companion_spectral_radius, stability_state, stability_boundary, near_boundary_threshold, …
{
"responses": [
[
[0.8, 0],
[0.35, 0.55]
],
[
[0.503, 0.099],
[0.051, 0.231]
],
[
[0.28583, 0.09603],
[-0.03894, 0.08514]
]
],
"cumulative_responses": [
[
[0.8, 0],
[0.35, 0.55]
],
[
[1.303, 0.099],
[0.401, 0.781]
],
[
[1.58883, 0.19503],
[0.36206, 0.86614]
]
],
"horizon": 8,
"impact_matrix": [
[0.8, 0],
[0.35, 0.55]
],
"companion_spectral_radius": 0.502593274925,
"stability_state": "stable",
"stability_boundary": 1,
"near_boundary_threshold": 0.9,
"state": "computed",
"reason": "ma-recursion-times-declared-impact"
}Other exports
This module also exports
companionMatrix, companionSpectralRadius, fitVAR, choleskyLower, fitRecursiveSVAR, fitVECMFixedBeta, movingAverageMatrices, forecastErrorVarianceDecomposition. Every module additionally exports run as an alias of its
primary function, and a meta object carrying its catalog id, domain, family,
shape and article URL.
Diagrams
How it works
This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.
References
- statsmodels vector autoregression documentation — statsmodels developers
- statsmodels Impulse-Response Analysis API documentation — statsmodels developers
- Generalized Impulse Response Analysis in Linear Multivariate Models — M. Hashem Pesaran and Yongcheol Shin
- New Introduction to Multiple Time Series Analysis — Helmut Lütkepohl
- Macroeconomics and Reality — Christopher A. Sims
- Statistical Analysis of Cointegration Vectors — Søren Johansen
- Publication boundary