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Deterministic Scenario:

Topics: Models, Times Series, VAR, SVAR, FAVAR
Sep 13, 2014 at 2:38 PM
please i need help about developing a determinsitic scenario for credit risk model.

at every step iris toolboox show me this message :

This syntax for estimating VAR objects is obsolete and will be removed from a future version of IRIS. Specify variable names at the time of creating the VAR object, and supply an input database and range when estimating it instead See help on VAR/VAR and VAR/estimate.

Ps : i'm just a student and with a little experience in macroecomic modelling ..
Sep 15, 2014 at 2:26 PM

As described in the reference manual and in some of the tutorials, the (new) correct syntax is that you declare the names of the VAR variables at the time of creating the respective VAR object, while supplying only the input database (with no list of names) when estimating the VAR. The list of VAR variables can be entered either as a comma-separated string, or a cell array of strings. For example,
v = VAR({'x','y','inflation'});
v = estimate(v,d,inf,'order=',4);
v = VAR('x,y,inflation');
v = estimate(v,d,inf,'order=',4);
Hope this helps.

Marked as answer by jaromirbenes on 9/15/2014 at 6:26 AM
Sep 15, 2014 at 3:54 PM
``` v_hh = VAR();
v_rss = VAR();
v_constr = VAR();
v_eng = VAR();
v_tcs = VAR();
v_mmp = VAR();
v_agr = VAR();
v_tot = VAR();

[v_hh data_hh] = estimate(v_hh, d, '[VOL_HH]', inf, 'order=', 4);
[v_rss data_rss] = estimate(v_rss, d, '[VOL_RSS]', inf, 'order=', 4);
[v_constr data_constr] = estimate(v_constr, d, '[VOL_CONSTR]', inf, 'order=', 4);
[v_eng data_eng] = estimate(v_eng, d, '[VOL_ENG]', inf, 'order=', 4);
[v_tcs data_tcs] = estimate(v_tcs, d, '[VOL_TCS]', inf, 'order=', 4);
[v_mmp data_mmp] = estimate(v_mmp, d, '[VOL_MMP]', inf, 'order=', 4);
[v_agr data_agr] = estimate(v_agr, d, '[VOL_AGR]', inf, 'order=', 4);
[v_tot data_tot] = estimate(v_tot, d, '[VOL_Total]', inf, 'order=', 4);

`` thank you sir for explanation but can you see this example and fix it .

all respect.`
Sep 15, 2014 at 4:11 PM
v_hh = VAR('VOL_HH');
[v_hh, data_hh] = estimate(v_hh, d, inf, 'order=', 4); 
Marked as answer by jaromirbenes on 9/15/2014 at 8:11 AM
Sep 15, 2014 at 5:14 PM
Thank you Sir.