Inverting VAR parameter into MA parameters
버전 1.0.0.0 (1.4 KB) 작성자:
Paolo Zagaglia
A function to invert vector autoregressive model parameters into moving average model parameters.
This routine maps the parameters estimates of a vector autogression (VAR) into those of a corresponding moving average (MA) model. The output from this function is useful for constructing the structural impulse-response functions of a VAR model.
인용 양식
Paolo Zagaglia (2025). Inverting VAR parameter into MA parameters (https://kr.mathworks.com/matlabcentral/fileexchange/34409-inverting-var-parameter-into-ma-parameters), MATLAB Central File Exchange. 검색 날짜: .
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