VAR(2) and IRF curve.
조회 수: 11 (최근 30일)
이전 댓글 표시
I have 3 variable "A", "B", "C" for the same period and frequency.
And i want to calculate VAR(2) coefficient and standard error.
Also, Impulse Response curve.
I also using the varm, estimate function, but i couldn't get the answer.
How can i build the code?
댓글 수: 0
답변 (1개)
Pratheek Punchathody
2020년 11월 18일
편집: Pratheek Punchathody
2020년 11월 18일
I think using MATLAB documentation on Impulse response function and Vector Autoregression models will be helpful in finding the required help in this case.
댓글 수: 0
참고 항목
카테고리
Help Center 및 File Exchange에서 Vector Autoregression Models에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!