IcarusAE

Hi Mitch, thank you for chiming in. I roughly thought about whether it could be possible to use the irf() function from the traditional vars package and map it across...

Ok, I see. Then, my strategy would be to run fable for the overall VAR models and then pick a handful of interesting keys (e.g. those with largest lagged effects...

Hi Julia, in case you read this: As always, I am delighted to read this tutorial. Unfortunately, I wasn't able to run the many-models-stm. I saw a stackoverflow question (https://cutt.ly/8UQxiSv)...

Dear Julia, thank you for the reply. In the meantime, I found out, that the code needs a further argument (.options = furrr_options(seed = TRUE)) that prompts setting correct random...