VAR(2) and IRF curve.

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Eun Cho
Eun Cho 2020-11-9
编辑： Pratheek Punchathody 2020-11-18
I have 3 variable "A", "B", "C" for the same period and frequency.
And i want to calculate VAR(2) coefficient and standard error.
Also, Impulse Response curve.
I also using the varm, estimate function, but i couldn't get the answer.
How can i build the code?

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回答（1 个）

Pratheek Punchathody
编辑：Pratheek Punchathody 2020-11-18
I think using MATLAB documentation on Impulse response function and Vector Autoregression models will be helpful in finding the required help in this case.

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