IRIS Toolbox Reference Manual

## filter

Filter data using a VAR model

#### Syntax

    [V,Outp] = filter(V,Inp,Range,...)

#### Input arguments

- `V` [ VAR ] - Input VAR object.

- `Inp` [ struct ] - Input database from which initial condition will be read.

- `Range` [ numeric ] - Forecast range.

#### Output arguments

- `V` [ VAR ] - Output VAR object.

- `Outp` [ struct ] - Output database with prediction and/or smoothed data.

#### Options

- `'cross='` [ numeric | `1` ] - Multiply the off-diagonal elements of the covariance matrix (cross-covariances) by this factor; `'cross='` must be equal to or smaller than `1`.

- `'deviation='` [ `true` | `false` ] - Both input and output data are deviations from the unconditional mean.

- `'meanOnly='` [ `true` | `false` ] - Return a plain database with mean forecasts only.

- `'omega='` [ numeric | empty ] - Modify the covariance matrix of residuals for this run of the filter.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.