M = mean(V)
V
[ VAR ] - VAR object.M
[ numeric ] - Asymptotic mean of the VAR variables.For plain VAR objects, the output argument X
is a column vector where the k-th number is the asymptotic mean of the k-th variable, or NaN
if the k-th variable is non-stationary (contains a unit root).
In panel VAR objects (with a total of Ng groups) and/or VAR objects with multiple alternative parameterisations (with a total of Na parameterisations), X
is an Ny-by-Ng-by-Na matrix in which the column X(:,g,a)
is the asyptotic mean of the VAR variables in the g-th group and the a-th parameterisation.
In VAR objects with exogenous inputs, the mean will be computed based on the asymptotic assumptions of exogenous inputs assigned by the function xasymptote
.