Commit Graph

2 Commits (20519fa4e2374a359d2c9760d16d365c2b478bf9)

Author SHA1 Message Date
Stéphane Adjemian (Ryûk) a69f68bb7c
Modify companion matrix if VAR model has a constant. 2021-07-21 18:02:04 +02:00
Stéphane Adjemian (Ryûk) 54f80e88d2
Add structural VAR as an auxiliary model for VAR based expectations and PAC expectations.
Ref. #1785

Just add option `structural` to the `var_model` command.
2021-07-16 10:25:18 +02:00