[Phi,List] = vma(M,P,...)
M
[ model ] - Model object for which the VMA representation will be computed.
P
[ numeric ] - Order up to which the VMA will be evaluated.
Phi
[ namedmat | numeric ] - VMA matrices.
List
[ cell ] - List of measurement and transition variables in the rows of the Phi
matrix, and list of shocks in the columns of the Phi
matrix.
'matrixFmt='
[ 'namedmat'
| 'plain'
] - Return matrix Phi
as either a namedmat
object (i.e. matrix with named rows and columns) or a plain numeric array.
'select='
[ @all
| char | cellstr ] - Return VMA for selected variables only; @all
means all variables.