V = xasymptote(V,X0)
X = xasymptote(V)
V
[ VAR ] - VAR object.
X0
[ numeric ] - A Nx-NGrp-by-NAlt vector or matrix of asymptotic assumptions for exogenous inputs, where Nx is the number of exogenous variables, NGrp is the number of groups in panel VARs, and NAlt is the number of alternative parameterizations.
V
[ VAR ] - VAR object.The asymptotic assumptions for exogenous inputs are used in the following contexts:
to compute the asymptotic mean of the VAR process, mean
;
to set up initical conditions for resampling, resample
, when they are not supplied in the input database.
If any of the three dimensions of the vector/matrix X0
is size 1, it will be automatically expanded to its appropriate size.
The asymptotic assumptions are reset to NaN
each time the VAR object is estimated using the function estimate
.