IRIS Toolbox Reference Manual

## vma

Vector moving average representation of the model

#### Syntax

    [Phi,List] = vma(M,P,...)

#### Input arguments

- `M` [ model ] - Model object for which the VMA representation will be computed.

- `P` [ numeric ] - Order up to which the VMA will be evaluated.

#### Output arguments

- `Phi` [ namedmat | numeric ] - VMA matrices.

- `List` [ cell ] - List of measurement and transition variables in the rows of the `Phi` matrix, and list of shocks in the columns of the `Phi` matrix.

#### Option

- `'output='` [ `'namedmat'` | `'numeric'` ] - Output matrix `Phi` will be either a namedmat object or a plain numeric array; if the option `'select='` is used, `'output='` is always `'namedmat'`.

- `'select='` [ cellstr | `Inf` ] - Return the VMA matrices for selected variabes and/or shocks only; `Inf` means all variables.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.