8VARX

Sep 24, 2015 at 4:04 PM
Edited Sep 24, 2015 at 4:35 PM
HI I'm new with IRIS, I heard that the software is able to perform VAR models with exogenous variables, VARX. Is the any example of how to do it?.
Thanks
Oct 11, 2015 at 9:22 AM
dear mpalmero
you just need to download the package, unzip it. then you could find the manual of iris at the "IRIS_Tbx\^help\IRIS_Man.pdf"
Coordinator
Oct 11, 2015 at 11:15 PM
You can also view the help within MATLAB. For example, to get help on the VAR functionality, type
help VAR
The syntax for constructing VARX models is contained in the help for the constructor method. See, e.g.,
>> help VAR.VAR
  VAR  Create new empty reduced-form VAR object.
 
 
  Syntax for plain VAR and VARX
  ==============================
 
      V = VAR(YNames)
      V = VAR(YNames,'exogenous=',XNames)