IRIS Toolbox Reference Manual

estimate

Estimate a reduced-form VAR or BVAR

Syntax

[V,VData,Fitted] = estimate(V,Inp,Range,...)

Input arguments

Output arguments

Options

Options for panel VAR

Description

Estimating a panel VAR

Panel VAR objects are created by calling the function VAR with two input arguments: the list of variables, and the list of group names. To estimate a panel VAR, the input data, Inp, must be organised a super-database with sub-databases for each group, and time series for each variables within each group:

d.Group1_Name.Var1_Name
d.Group1_Name.Var2_Name
...
d.Group2_Name.Var1_Name
d.Group2_Name.Var2_Name
...

Example