F = FAVAR(YNames)
YNames
[ cellstr | char ] - Names of observed variables in the FAVAR model.F
[ FAVAR ] - New FAVAR object.This function creates a new empty FAVAR object. It is usually followed by the estimate function to estimate the FAVAR parameters on data.
To estimate a FAVAR, you first need to create an empty VAR object, and then run the FAVAR function on it, e.g.
list = {'DLCPI','DLGDP','R'};
f = FAVAR(list);
f = estimate(f,d,range);