V = VAR(YNames)
V = VAR(YNames,GroupNames)
V
[ VAR ] - New empty VAR object.
YNames
[ cellstr | char | function_handle ] - Names of VAR variables.
GroupNames
[ cellstr | char | function_handle ] - Names of groups of data for panel estimation.
This function creates a new empty VAR object. It is usually followed by the estimate
function to estimate the VAR parameters on data.
To estimate a VAR, you first need to create an empty VAR object specifying the variable names, and then run the VAR/estimate function on it, e.g.
v = VAR({'x','y','z'});
[v,d] = estimate(v,d,range);
where the input database d
ought to contain time series d.x
, d.y
, d.z
.