[Phi,List] = vma(M,P,...)
M
[ model ] - Model object for which the VMA representation will be computed.
P
[ numeric ] - Order up to which the VMA will be evaluated.
Phi
[ namedmat | numeric ] - VMA matrices.
List
[ cell ] - List of measurement and transition variables in the rows of the Phi
matrix, and list of shocks in the columns of the Phi
matrix.
'output='
[ 'namedmat'
| 'numeric'
] - Output matrix Phi
will be either a namedmat object or a plain numeric array; if the option 'select='
is used, 'output='
is always 'namedmat'
.
'select='
[ cellstr | Inf
] - Return the VMA matrices for selected variabes and/or shocks only; Inf
means all variables.