IRIS Toolbox Reference Manual

## user

User-supplied prior dummy observations for BVARs

#### Syntax

    O = BVAR.user(Y0,K0,Y1,G1)

#### Input arguments

- `Y0` [ numeric ] - Column-wise prior dummy observations on the LHS.

- `K0` [ numeric ] - Column-wise prior dummy observations on the RHS constant.

- `Y1` [ numeric ] - Column-wise prior dummy observations on the RHS lagged variables.

- `G1` [ numeric ] - Column-wise prior dummy observations on the RHS coefficients on the co-integrating vector.

#### Output arguments

- `O` [ bvarobj ] - BVAR object that can be passed into the `VAR/estimate` function.

#### Description

#### Example

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