IRIS Toolbox Reference Manual

## FAVAR

Create new, empty FAVAR object

#### Syntax

    F = FAVAR(YNames)

#### Input arguments

- `YNames` [ cellstr | char ] - Names of observed variables in the FAVAR model.

#### Output arguments

- `F` [ FAVAR ] - New FAVAR object.

#### Description

This function creates a new empty FAVAR object. It is usually followed by the estimate function to estimate the FAVAR parameters on data.

#### Example

To estimate a FAVAR, you first need to create an empty VAR object, and then run the FAVAR function on it, e.g.

    list = {'DLCPI','DLGDP','R'};
    f = FAVAR(list);
    f = estimate(f,d,range);

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