IRIS Toolbox Reference Manual

## get

Query model object properties

#### Syntax

    Ans = get(A,Query)
    [Ans,Ans,...] = get(A,Query,Query,...)

#### Input arguments

- `A` [ FAVAR ] - FAVAR object.

- `Query` [ char ] - Query to the FAVAR object.

#### Output arguments

- `Ans` [ ... ] - Answer to the query.

#### Valid queries to FAVAR objects

##### System matrices

- `'A*'` Returns [ numeric ] the transition matrix of the underlying VAR system on factors.

- `'B'` Returns [ numeric ] tne matrix mapping the impact of structural residuals on the factors in the underlying VAR.

- `'C'` Returns [ numeric ] the matrix mapping the factors into the observables.

- `'Omega'` Returns [ numeric ] the reduced-form covariance matrix of the residuals in the underlying VAR.

- `'Sigma'` Returns [ numeric ] the covariance matrix of idiosyncratic shocks.

##### Underlying VAR

- `'VAR'` Returns [ VAR ] a VAR object describing the factor dynamics.

##### Eigenvalues and singular values

- `'eig'` Returns [ numeric ] the vector of eigenvalues of the underlying VAR.

- `'sing'` Returns [ numeric ] the vector of singular values from the principal component estimation step.

##### Observables and factors

- `'mean'` Returns [ numeric ] the estimated mean of the observables used to standardise the input data.

- `'std'` Returns [ numeric ] the estimated std deviations of the observables used to standardise the input data.

- `'ny'` Returns [ numeric ] the number of observables.

- `'nx'` Returns [ numeric ] the number of factors.

- `'yList'` Returns [ cellstr ] the list of the names of observables.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.