Commit Graph

2 Commits (ec908386b67d1b27e0dc4174ef64796f74246318)

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