[V,Outp] = filter(V,Inp,Range,...)
V [ VAR ] - Input VAR object.
Inp [ struct ] - Input database from which initial condition will be read.
Range [ numeric ] - Forecast range.
V [ VAR ] - Output VAR object.
Outp [ struct ] - Output database with prediction and/or smoothed data.
'cross=' [ numeric | 1 ] - Multiply the off-diagonal elements of the covariance matrix (cross-covariances) by this factor; 'cross=' must be equal to or smaller than 1.
'deviation=' [ true | false ] - Both input and output data are deviations from the unconditional mean.
'meanOnly=' [ true | false ] - Return a plain database with mean forecasts only.
'omega=' [ numeric | empty ] - Modify the covariance matrix of residuals for this run of the filter.