IRIS Toolbox Reference Manual

group

Retrieve VAR object from panel VAR for specified group of data

Syntax

V = group(V,Grp)

Input arguments

Output arguments

Description

Example

Create and estimate a panel VAR for three variables, x, y, z, and three countries, US, EU, JA. Then, retrieve a plain VAR for an individual country.

v = VAR({'x','y','z'},{'US','EU','JA'});
v = estimate(v,d,range,'fixedEffect=',true);
vi_us = group(v,'US');