Tidy structural shocks

Usage

tidy_shocks(object, ...)

# Default S3 method
tidy_shocks(object, ...)

Arguments

object: A posterior model object or posterior IRF array.
...: Additional arguments passed to computation methods.

Value

A bsvar_post_tbl (tibble subclass) with columns model, object_type, variable, shock, time, mean, median, sd, lower, and upper. When draws = TRUE, columns draw and value replace the summary statistics.

Examples

# Small posterior (S = 5 draws)
data(us_fiscal_lsuw, package = "bsvars")
spec <- bsvars::specify_bsvar$new(us_fiscal_lsuw, p = 1)
#> The identification is set to the default option of lower-triangular structural matrix.
post <- bsvars::estimate(spec, S = 5, show_progress = FALSE)

# Tidy structural shocks
result <- tidy_shocks(post)
head(result)
#> # A tibble: 6 × 9
#>   model  object_type variable time     mean median    sd lower upper
#>   <chr>  <chr>       <chr>    <chr>   <dbl>  <dbl> <dbl> <dbl> <dbl>
#> 1 model1 shocks      ttr      1948.25 -3.58  -4.10 1.23  -4.25 -1.91
#> 2 model1 shocks      ttr      1948.5  -2.69  -3.04 0.890 -3.21 -1.49
#> 3 model1 shocks      ttr      1948.75 -1.85  -2.06 0.609 -2.23 -1.02
#> 4 model1 shocks      ttr      1949    -1.94  -2.15 0.602 -2.31 -1.12
#> 5 model1 shocks      ttr      1949.25 -2.14  -2.36 0.619 -2.53 -1.31
#> 6 model1 shocks      ttr      1949.5  -2.40  -2.68 0.659 -2.84 -1.50