Why can't I use "vgxset" function from the Econometrics Toolbox in MATLAB R2018b?

I am updated to MATLAB R2018b with Econometric Toolbox.

However, I am missing the following functions that were available in the earlier version: 

vgxset 

vgxvarx 

vgxproc 

Is it possible that you can incorporate these functions in my Econometric Toolbox?

Answer 1

[MathWorks Support Team]

The functions "vgxset", "vgxvarx" and "vgxproc" have been removed from the Econometrics Toolbox in MATLAB R2018b, as documented here:

https://www.mathworks.com/help/econ/converting-from-vgx-functions-to-model-objects.html

https://www.mathworks.com/help/econ/converting-from-vgx-functions-to-model-objects.html

https://www.mathworks.com/help/econ/converting-from-vgx-functions-to-model-objects.html

You can modify your workflow so that to use the following functions instead:

1. Using "varm" instead of "vgxset":

https://www.mathworks.com/help/econ/varm.html

2. Using "estimate" instead of "vgxvarx":

https://www.mathworks.com/help/econ/varm.estimate.html

3. Using "filter" instead of "vgxproc":

https://www.mathworks.com/help/econ/varm.filter.html