IRIS Toolbox Reference Manual

VAR

Create new, empty reduced-form VAR object

Syntax for plain VAR

V = VAR(YNames)

Syntax for panel VAR

V = VAR(YNames,GroupNames)

Output arguments

Description

This function creates a new empty VAR object. It is usually followed by the estimate function to estimate the VAR parameters on data.

Example

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.