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

- `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.

#### 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`.

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.