
    \foldertitle{VAR}{Vector autoregressions: VAR objects and functions}{VAR/Contents}

	VAR methods:
 
 \paragraph{Constructor}
 
 \begin{itemize}
 \item
   \href{VAR/VAR}{\texttt{VAR}} - Create new reduced-form VAR object.
 \end{itemize}
 \paragraph{Getting information about VAR objects}
 
 \begin{itemize}
 \item
   \href{VAR/comment}{\texttt{comment}} - Get or set user comments in an
   IRIS object.
 \item
   \href{VAR/companion}{\texttt{companion}} - Matrices of first-order
   companion VAR.
 \item
   \href{VAR/eig}{\texttt{eig}} - Eigenvalues of a VAR process.
 \item
   \href{VAR/get}{\texttt{get}} - Query VAR object properties.
 \item
   \href{VAR/isexplosive}{\texttt{isexplosive}} - True if any eigenvalue
   is outside unit circle.
 \item
   \href{VAR/isstationary}{\texttt{isstationary}} - True if all
   eigenvalues are within unit circle.
 \item
   \href{VAR/length}{\texttt{length}} - Number of alternative
   parameterisations in VAR object.
 \item
   \href{VAR/mean}{\texttt{mean}} - Mean of VAR process.
 \item
   \href{VAR/sspace}{\texttt{sspace}} - Quasi-triangular state-space
   representation of VAR.
 \item
   \href{VAR/userdata}{\texttt{userdata}} - Get or set user data in an
   IRIS object.
 \end{itemize}
 \paragraph{Referencing VAR objects}
 
 \begin{itemize}
 \item
   \href{VAR/subsasgn}{\texttt{subsasgn}} - Subscripted assignment for
   VAR objects.
 \item
   \href{VAR/subsref}{\texttt{subsref}} - Subscripted reference for VAR
   objects.
 \end{itemize}
 \paragraph{Simulation and forecasting}
 
 \begin{itemize}
 \item
   \href{VAR/ferf}{\texttt{ferf}} - Forecast error response function.
 \item
   \href{VAR/forecast}{\texttt{forecast}} - Unconditional or conditional
   forecasts.
 \item
   \href{VAR/instrument}{\texttt{instrument}} - Define conditioning
   instruments for VAR model.
 \item
   \href{VAR/resample}{\texttt{resample}} - Resample from a VAR object.
 \item
   \href{VAR/simulate}{\texttt{simulate}} - Simulate VAR model.
 \end{itemize}
 \paragraph{Manipulating VARs}
 
 \begin{itemize}
 \item
   \href{VAR/alter}{\texttt{alter}} - Expand or reduce number of
   alternative parameterisations.
 \item
   \href{VAR/backward}{\texttt{backward}} - Backward VAR process.
 \item
   \href{VAR/demean}{\texttt{demean}} - Remove constant from VAR object
   and demean associated data.
 \item
   \href{VAR/horzcat}{\texttt{horzcat}} - Combine two compatible VAR
   objects in one object with multiple parameterisations.
 \item
   \href{VAR/integrate}{\texttt{integrate}} - Integrate VAR process and
   data associated with it.
 \end{itemize}
 \paragraph{Stochastic properties}
 
 \begin{itemize}
 \item
   \href{VAR/acf}{\texttt{acf}} - Autocovariance and autocorrelation
   functions for VAR variables.
 \item
   \href{VAR/fmse}{\texttt{fmse}} - Forecast mean square error matrices.
 \item
   \href{VAR/vma}{\texttt{vma}} - Matrices describing the VMA
   representation of a VAR process.
 \item
   \href{VAR/xsf}{\texttt{xsf}} - Power spectrum and spectral density
   functions for VAR variables.
 \end{itemize}
 \paragraph{Estimation, identification, and statistical tests}
 
 \begin{itemize}
 \item
   \href{VAR/estimate}{\texttt{estimate}} - Estimate a reduced-form VAR
   or BVAR.
 \item
   \href{VAR/lrtest}{\texttt{lrtest}} - Likelihood ratio test for VAR
   models.
 \item
   \href{VAR/portest}{\texttt{portest}} - Portmanteau test for
   autocorrelation in VAR residuals.
 \end{itemize}
 \paragraph{Getting on-line help on VAR functions}
 
 \begin{verbatim}
 help VAR
 help VAR/function_name
 \end{verbatim}



