Convert bsvarPost tidy outputs to tsibble — as_tsibble_post • bsvarPost

Convert bsvarPost tidy outputs to tsibble

Usage

as_tsibble_post(
  object,
  key = NULL,
  index = NULL,
  regular = NULL,
  validate = TRUE
)

Arguments

object: A bsvar_post_tbl.
key: Optional key columns. By default, bsvarPost chooses a key from model, variable, shock, and draw when present.
index: Optional index column. By default, horizon is used if present, otherwise time.
regular: Optional regularity flag passed to tsibble::as_tsibble().
validate: Passed to tsibble::as_tsibble().

Value

A tsibble::tbl_ts object.

Examples

if (FALSE) { # \dontrun{
data(us_fiscal_lsuw, package = "bsvars")
spec <- bsvars::specify_bsvar$new(us_fiscal_lsuw, p = 1)
post <- bsvars::estimate(spec, S = 5, show_progress = FALSE)

irf_tbl <- tidy_irf(post, horizon = 3)
ts_tbl <- as_tsibble_post(irf_tbl)
print(ts_tbl)
} # }