response impulse function from TAR

[Paulo Brigante]

Hello, 

I´d like to know if it´s possible to calculate a response impulse function from TAR model ?

Thanks !

[Matthieu S]

Hi Paulo

No, there is no such feature, so far. By the way, are you aware of any IRF for AR in R? Then I guess one would need to run a GIRF instead, due to the non-linearity! You might want to look at the GIRF code, should be easy to adapt for TAR, as there's also the setar.sim() function.
https://github.com/MatthieuStigler/tsDyn/wiki/FAQ

Regards,

Matthieu

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