Vector autoregression
Afficher commentaires plus anciens
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).
Réponses (0)
Catégories
En savoir plus sur Econometrics Toolbox dans Centre d'aide et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!