[T,R,K,Z,H,D,Cov] = sspace(V,...)
V
[ VAR ] - VAR object.T
[ numeric ] - Transition matrix.
R
[ numeric ] - Matrix of instantaneous effect of residuals (forecast errors).
K
[ numeric ] - Constant vector in transition equations.
Z
[ numeric ] - Matrix mapping transition variables to measurement variables.
H
[ numeric ] - Matrix at the shock vector in measurement equations (all zeros in VAR objects).
D
[ numeric ] - Constant vector in measurement equations (all zeros in VAR objects).
U
[ numeric ] - Transformation matrix for predetermined variables.
Cov
[ numeric ] - Covariance matrix of residuals (forecast errors).