Good morning, someone can suggest some package/function/code in R to perform historical decompositions considering VAR/SVAR. I already estimated the reduced form var and the svar with cholesky decomposition (so both function for var and svar are accepted).

I used this code

x1 <- id.chol(var.est1) hd.result <- hd(x1, series = 2, transition = 0) plot(hd.result)

But the best thing would be plotting a chart with the total stochastic and the shock. Moreover, using the example before some results are not really consistent!