IRIS Toolbox Reference Manual

## sspace

Quasi-triangular state-space representation of VAR

#### Syntax

    [T,R,K,Z,H,D,Cov] = sspace(V,...)

#### Input arguments

- `V` [ VAR ] - VAR object.

#### Output arguments

- `T` [ numeric ] - Transition matrix.

- `R` [ numeric ] - Matrix of instantaneous effect of residuals (forecast errors).

- `K` [ numeric ] - Constant vector in transition equations.

- `Z` [ numeric ] - Matrix mapping transition variables to measurement variables.

- `H` [ numeric ] - Matrix at the shock vector in measurement equations (all zeros in VAR objects).

- `D` [ numeric ] - Constant vector in measurement equations (all zeros in VAR objects).

- `U` [ numeric ] - Transformation matrix for predetermined variables.

- `Cov` [ numeric ] - Covariance matrix of residuals (forecast errors).

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.