library(vars)
data(Canada)
var_fit <- VAR(Canada, p = 1)
var_irf <- irf(var_fit, impulse = c("U", "rw"), response = "prod")
How do I plot the two Impulse Responses in a figure side-by-side
Normally, I'd use par(mfrow = c(1,2))
, but it doesn't work as expected. Any help?
I found the same problem. I solved "manually", here a example for a model VAR(1) with two variables.
impulse<-irf(model)
irf1<-data.frame(impulse$irf$y1[,1],impulse$Lower$y1[,1],
impulse$Upper$y1[,1])
irf2<-data.frame(impulse$irf$y1[,2],impulse$Lower$y1[,2],
impulse$Upper$y1[,2])
par(mfrow=c(1,2), bg="azure2")
matplot(irf1, type="l", lwd=2, col="blue2",
ylab=expression(y[1]), lty=c(1,2,2))
matplot(irf2, type="l", lwd=2, col="red2",
ylab=expression(y[1]), lty=c(1,2,2))
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