V = VAR(YNames)
V = VAR(YNames,'exogenous=',XNames)
V = VAR(YNames,'groups=',GroupNames)
V = VAR(YNames,'exogenous=',XNames,'groups=',GroupNames)
V
[ VAR ] - New empty VAR object.
YNames
[ cellstr | char | function_handle ] - Names of endogenous variables.
XNames
[ cellstr | char | function_handle ] - Names of exogenous inputs.
GroupNames
[ cellstr | char | function_handle ] - Names of groups for panel VAR estimation.
'exogenous='
[ cellstr | empty ] - Names of exogenous inputs; one of the names can be !ttrend
, a linear time trend, which will be created automatically each time input data are required, and then included in the output database under the name ttrend
.
'groups='
[ cellstr | empty ] - Names of groups for panel VAR estimation.
This function creates a new empty VAR object. It is usually followed by an estimate
command to estimate the VAR parameters on the data.
To estimate a VAR, you first need to create an empty VAR object specifying the variable names, and then run the VAR/estimate function on it, e.g.
v = VAR({'x','y','z'});
[v,d] = estimate(v,d,range);
where the input database d
ought to contain time series d.x
, d.y
, d.z
.