O = BVAR.uncmean(YBar,Mu)
YBar
[ numeric ] - Vector of unconditional means imposed as priors.
Mu
[ numeric ] - Weight on the dummy observations.
X
[ numeric ] - Array with prior dummy observations that can be used in the 'BVAR='
option of the VAR/estimate
function.
O
[ bvarobj ] - BVAR object that can be passed into the VAR/estimate
function.
See the section explaining the weights on prior dummies, i.e. the input argument Mu
.