diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/impulse.R | 5 |
1 files changed, 5 insertions, 0 deletions
diff --git a/R/impulse.R b/R/impulse.R index 86ee06d..cbea221 100644 --- a/R/impulse.R +++ b/R/impulse.R @@ -31,6 +31,11 @@ impulseest <- function(data,M=30,K=0,regul=F,lambda=1){ Z <- t(sapply(ind,z_reg)) Y <- data$output[ind,] + # Dealing with Regularization + if(regul==F){ + lambda = 0 + } + # Fit Linear Model and find standard errors fit <- lm(Y~Z-1) df <- nrow(Z)-ncol(Z);sigma2 <- sum(resid(fit)^2)/df |