Ans = get(A,Query)
[Ans,Ans,...] = get(A,Query,Query,...)
A [ FAVAR ] - FAVAR object.
Query [ char ] - Query to the FAVAR object.
Ans [ ... ] - Answer to the query.'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.
'VAR' Returns [ VAR ] a VAR object describing the factor dynamics.'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.
'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.