[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.