IRIS Toolbox Reference Manual
Multivariate time series analysis
VAR - Vector autoregressions (VAR) objects and functions.
SVAR - Structural vector autoregressions: SVAR objects and functions.
BVAR - Bayesian VAR prior dummies: BVAR package.
FAVAR - Factor-augmented vector autoregressions: FAVAR objects and functions.
IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.