IRIS Toolbox Reference Manual

assign

Manually assign system matrices to VAR object

Syntax

V = assign(V,A,K,J,Omg)
V = assign(V,A,K,J,Omg,Dates)

Input arguments

Output arguments

Description

To assign matrices for a p-th order VAR, stack the transition matrices for individual lags horizontally,

A = [A1,...,Ap]

where A1 is the coefficient matrix on the first lag, and Ap is the coefficient matrix on the last, p-th, lag.

Example