lichen8083 发表于 2019-2-8 20:51 
什么软件做的,可否上传一下代码看看
用matlab做的
clear all;
close all;
load my; % data (.mat)
asvar = {'ffr'; 'fas'; 'scf';'er';'ci';'sp';'rep';'bi'}; % variable names
nlag = 1; % lags
setvar('data', my, asvar, nlag); % set data
setvar('fastimp', 1); % fast computing of response
mcmc(10000); % MCMC
drawimp([4 8 12], 1); % draw impulse reponse(1)
% : 4-,8-,12-period ahead
drawimp([86 98 101], 0); % draw impulse response(2)
% : response at t=30,60,90