var save structural shocks

2 visualizzazioni (ultimi 30 giorni)
Alex
Alex il 13 Apr 2021
Commentato: Mathieu NOE il 13 Apr 2021
I'm using varm and estimate functions to estimate a structural var. Using the option orthodonalized I get the irfs identified with short-run restrictions, I mean using the Choleski factor. I would like to save the series of structural shocks but I don't know how to do that. Could you help me?
Thank you
  1 Commento
Mathieu NOE
Mathieu NOE il 13 Apr 2021
hello
so far I understood that structural shocks are time series or ? so what woud be difficult to save ?

Accedi per commentare.

Accedi per rispondere a questa domanda.

Risposte (0)

Categorie

Scopri di più su Multivariate Models in Help Center e File Exchange

Tag

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by