Outp = simulate(V,Inp,Range,...)
V
[ VAR ] - VAR object that will be simulated.
Inp
[ tseries | struct ] - Input data from which the initial condtions and residuals will be taken.
Range
[ numeric ] - Simulation range; must not refer to Inf
.
Outp
[ tseries ] - Simulated output data.'contributions='
[ true
| false
] - Decompose the simulated paths into contributions of individual residuals.
'deviation='
[ true
| false
] - Treat input and output data as deviations from unconditional mean.
'output='
[ 'auto'
| 'dbase'
| 'tseries'
] - Format of output data.
If the Range
is a vector of decreasing dates, the simulation is performed backward. The VAR object is first converted to its backward representation using the function backward
, and then the data are simulated from the latest date to the earliest date.