IRIS Toolbox Reference Manual

FAVAR

Create new empty FAVAR object

Syntax

F = FAVAR(YNames)

Input arguments

Output arguments

Description

This function creates a new empty FAVAR object. It is usually followed by the estimate function to estimate the FAVAR parameters on data.

Example

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);