IRIS Toolbox Reference Manual

## system

System matrices before model is solved

#### Syntax

    [A,B,C,D,F,G,H,J,List,NF] = system(M)

#### Input arguments

- `M` [ model ] - Model object whose system matrices will be returned.

#### Output arguments

- `A` [ numeric ] - Matrix at the vector of expectations in the transition equation.

- `B` [ numeric ] - Matrix at current vector in the transition equations.

- `C` [ numeric ] - Constant vector in the transition equations.

- `D` [ numeric ] - Matrix at transition shocks in the transition equations.

- `F` [ numeric ] - Matrix at measurement variables in the measurement equations.

- `G` [ numeric ] - Matrix at predetermined transition variables in the measurement variables.

- `H` [ numeric ] - Constant vector in the measurement equations.

- `J` [ numeric ] - Matrix at measurement shocks in the measurement equations.

- `List` [ cell ] - Lists of measurement variables, transition variables includint their auxiliary lags and leads, and shocks as they appear in the rows and columns of the system matrices.

- `NF` [ numeric ] - Number of non-predetermined (forward-looking) transition variables.

#### Options

- `'linear='` [ `'auto'` | `true` | `false` ] - Compute the model using a linear approach, i.e. differentiating around zero and not the currently assigned steady state.

- `'select='` [ `true` | `false` ] - Automatically detect which equations need to be re-differentiated based on parameter changes from the last time the system matrices were calculated.

#### Description

The system before the model is solved has the following form:

    A E[xf;xb] + B [xf(-1);xb(-1)] + C + D e = 0

    F y + G xb + H + J e = 0

where `E` is a conditional expectations operator, `xf` is a vector of non-predetermined (forward-looking) transition variables, `xb` is a vector of predetermined (backward-looking) transition variables, `y` is a vector of measurement variables, and `e` is a vector of transition and measurement shocks.

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.