reorder
Compares impulse responses under an alternative Cholesky ordering to reveal whether results depend on variable order; refuses VEC models where ordering changes the fit.
Instructions
N6 — The impulse responses under ANOTHER Cholesky order, against the files'.
The reduced-form model (Phi, Theta, Sigma) does not depend on the order of
the series; only the orthogonalisation does. So nothing is re-estimated:
the model is permuted, the responses recomputed, and put back in the
files' order to compare cell by cell. A response that changes sign or
size with the order is an assumption, not a finding. With a diagonal
covariance the order does not matter at all, and the tool says so.
order_json: the series names in the new order, e.g. '["WTI", "IPC_ES"]'.
On a VEC it REFUSES: there the order is also the normalisation, so another
order is another fit (estimate_vec with normalise_on).
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"name": "<name>",
"order_json": "<order_json>"
},
"name": "reorder"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| name | Yes | ||
| horizon | No | ||
| order_json | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |