V = group(V,Grp)
V
[ VAR ] - Panel VAR object estimated on multiple groups of data.
Grp
[ char ] - Requested group name; must be one of the names specified when the panel VAR object was constructed using the function VAR
.
V
[ VAR ] - VAR object for the K
-th group of data.Create and estimate a panel VAR for three variables, x
, y
, z
, and three countries, US
, EU
, JA
. Then, retrieve a plain VAR for an individual country.
v = VAR({'x','y','z'},{'US','EU','JA'});
v = estimate(v,d,range,'fixedEffect=',true);
vi_us = group(v,'US');