
    \foldertitle{FAVAR}{Factor-augmented vector autoregressions: FAVAR objects and functions}{FAVAR/Contents}

	\paragraph{Constructor}
 
 \begin{itemize}
 \item
   \href{FAVAR/FAVAR}{\texttt{FAVAR}} - Create new FAVAR object.
 \end{itemize}
 \paragraph{Getting information about FAVAR objects}
 
 \begin{itemize}
 \item
   \href{FAVAR/comment}{\texttt{comment}} - Get or set user comments in
   an IRIS object.
 \item
   \href{FAVAR/get}{\texttt{get}} - Query model object properties.
 \item
   \href{FAVAR/userdata}{\texttt{userdata}} - Get or set user data in an
   IRIS object.
 \item
   \href{FAVAR/VAR}{\texttt{VAR}} - Return a VAR object describing the
   factor dynamics.
 \end{itemize}
 \paragraph{Estimation}
 
 \begin{itemize}
 \item
   \href{FAVAR/estimate}{\texttt{estimate}} - Estimate FAVAR using static
   principal components.
 \end{itemize}
 \paragraph{Filtering and forecasting}
 
 \begin{itemize}
 \item
   \href{FAVAR/filter}{\texttt{filter}} - Re-estimate the factors by
   Kalman filtering the data taking FAVAR coefficients as given.
 \item
   \href{FAVAR/forecast}{\texttt{forecast}} - Forecast FAVAR factors and
   observables.
 \end{itemize}
 \paragraph{Getting on-line help on FAVAR functions}
 
 \begin{verbatim}
 help FAVAR
 help FAVAR/function_name
 \end{verbatim}



