
    \foldertitle{FAVAR}{Factor-augmented vector autoregressions: FAVAR objects and functions}{FAVAR/Contents}

	\paragraph{Constructor}

\begin{itemize}
\itemsep1pt\parskip0pt\parsep0pt
\item
  \href{FAVAR/FAVAR}{\texttt{FAVAR}} - Create new, empty FAVAR object.
\end{itemize}

\paragraph{Getting information about FAVAR
objects}

\begin{itemize}
\itemsep1pt\parskip0pt\parsep0pt
\item
  \href{FAVAR/comment}{\texttt{comment}} - Get or set user comments in
  an IRIS object.
\item
  \href{FAVAR/get}{\texttt{get}} - Query model object properties.
\item
  \href{FAVAR/isempty}{\texttt{isempty}} - True if VAR based object is
  empty.
\item
  \href{FAVAR/userdata}{\texttt{userdata}} - Get or set user data in an
  IRIS object.
\item
  \href{FAVAR/VAR}{\texttt{VAR}} - Return a VAR object describing the
  factor dynamics.
\end{itemize}

\paragraph{Estimation}

\begin{itemize}
\itemsep1pt\parskip0pt\parsep0pt
\item
  \href{FAVAR/estimate}{\texttt{estimate}} - Estimate FAVAR using static
  principal components.
\end{itemize}

\paragraph{Filtering and forecasting}

\begin{itemize}
\itemsep1pt\parskip0pt\parsep0pt
\item
  \href{FAVAR/filter}{\texttt{filter}} - Re-estimate the factors by
  Kalman filtering the data taking FAVAR coefficients as given.
\item
  \href{FAVAR/forecast}{\texttt{forecast}} - Forecast FAVAR factors and
  observables.
\end{itemize}

\paragraph{Getting on-line help on FAVAR
functions}

\begin{verbatim}
help FAVAR
help FAVAR/function_name
\end{verbatim}



