IRIS Toolbox Reference Manual

# Structural vector autoregressions: SVAR objects and functions

SVAR methods:

#### Constructor

- `SVAR` - Convert reduced-form VAR to structural VAR.

SVAR objects can call any of the VAR functions. In addition, the following functions are available for SVAR objects.

#### Getting information about SVAR objects

- `get` - Query SVAR object properties.

#### Simulation

- `srf` - Shock (impulse) response function.

#### Stochastic properties

- `fevd` - Forecast error variance decomposition for SVAR variables.

#### Manipulating SVAR objects

- `sort` - Sort SVAR parameterisations by squared distance of shock reponses to median.

See help on VAR objects for other functions available.

#### Getting on-line help on SVAR functions

    help SVAR
    help SVAR/function_name

#### Getting on-line help on SVAR functions that are inherited from VARs

    help VAR
    help VAR/function_name

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.