2007-07-17 20:26:37 +02:00
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var dx dy;
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varobs dx dy;
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2008-05-02 10:29:50 +02:00
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bvar_density(datafile = bvar_sample, first_obs = 20, bvar_prior_flat,
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2007-07-17 20:26:37 +02:00
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bvar_prior_train = 10) 8;
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bvar_forecast(forecast = 10, bvar_replic = 10000, nobs = 200) 8;
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2016-10-19 20:59:40 +02:00
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bvar_irf(8,'Cholesky');
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bvar_irf(8,'SquareRoot');
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