IRIS Toolbox Reference Manual

simulate

Simulate VAR model

Syntax

Outp = simulate(V,Inp,Range,...)

Input arguments

Output arguments

Options

Description

Backward simulation (backcast)

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.

Example