Vector autoregression
이전 댓글 표시
I am looking for instructions on how to create a VAR with the econometrics toolbox. I need to know how I enter the 5 vectors which are my 5 endogenous variables and then estimate the coefficients and forecast 12 steps ahead. I have read the instructions for vgxset, vgxpred, etc., but do not find them very helpful. Anyone have any suggestions on how to do VARs in matlab? I am trying to run a simple reduced form VAR (no structural identification).
답변 (0개)
카테고리
도움말 센터 및 File Exchange에서 Econometrics Toolbox에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!