SVAR methods:
SVAR
- Convert reduced-form VAR to structural VAR.SVAR objects can call any of the VAR functions. In addition, the following functions are available for SVAR objects.
get
- Query SVAR object properties.srf
- Shock (impulse) response function.fevd
- Forecast error variance decomposition for SVAR variables.sort
- Sort SVAR parameterisations by squared distance of shock reponses to median.See help on VAR objects for other functions available.
help SVAR
help SVAR/function_name
help VAR
help VAR/function_name