VAR objects can be constructed as plain VARs or simple panel VARs (with fixed effect), and estimated without or with prior dummy observations (quasi-bayesian VARs). VAR objects are reduced-form models; they are also the point of departure for identifying structural VARs (SVAR objects).
VAR methods:
VAR - Create new empty reduced-form VAR object.addparam - Add VAR parameters to a database (struct).comment - Get or set user comments in an IRIS object.companion - Matrices of first-order companion VAR.eig - Eigenvalues of a VAR process.fprintf - Write VAR model as formatted model code to text file.get - Query VAR object properties.iscompatible - True if two VAR objects can occur together on the LHS and RHS in an assignment.isexplosive - True if any eigenvalue is outside unit circle.ispanel - True for panel VAR objects.isstationary - True if all eigenvalues are within unit circle.length - Number of alternative parameterisations in VAR object.mean - Mean of VAR process.nfitted - Number of data points fitted in VAR estimation.rngcmp - True if two VAR objects have been estimated using the same dates.sprintf - Print VAR model as formatted model code.sspace - Quasi-triangular state-space representation of VAR.userdata - Get or set user data in an IRIS object.group - Retrieve VAR object from panel VAR for specified group of data.subsasgn - Subscripted assignment for VAR objects.subsref - Subscripted reference for VAR objects.ferf - Forecast error response function.filter - Filter data using a VAR model.forecast - Unconditional or conditional VAR forecasts.instrument - Define forecast conditioning instruments in VAR models.resample - Resample from a VAR object.simulate - Simulate VAR model.assign - Manually assign system matrices to VAR object.alter - Expand or reduce the number of alternative parameterisations within a VAR object.backward - Backward VAR process.demean - Remove constant and the effect of exogenous inputs from VAR object.horzcat - Combine two compatible VAR objects in one object with multiple parameterisations.integrate - Integrate VAR process and data associated with it.xasymptote - Set or get asymptotic assumptions for exogenous inputs.acf - Autocovariance and autocorrelation functions for VAR variables.fmse - Forecast mean square error matrices.vma - Matrices describing the VMA representation of a VAR process.xsf - Power spectrum and spectral density functions for VAR variables.estimate - Estimate a reduced-form VAR or BVAR.infocrit - Populate information criteria for a parameterised VAR.lrtest - Likelihood ratio test for VAR models.portest - Portmanteau test for autocorrelation in VAR residuals.schur - Compute and store triangular representation of VAR.help VAR
help VAR/function_name