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Iris Toolbox Reference Manual

Overview of prior dummy observations for VAR model estimation

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Setup
Structural modeling
Time series modeling
Data management
Reporting
Shrinkage estimation
Utilities

Iris Toolbox Reference Manual

Home
Setup
Setup
Structural modeling
Structural modeling
- Slang
  Slang
  - Writing source code for structural models
  - Declaring model names
  - Writing model equations
  - !all-but
  - !autoswaps-simulate
  - !autoswaps-steady
  - !dtrends
  - !exogenous-variables
  - !export
  - !for
  - !function
  - !if
  - !import
  - !links
  - !log-variables
  - !measurement-equations
  - !measurement-shocks
  - !measurement-variables
  - !parameters
  - !postprocessor
  - !preprocessor
  - !substitutions
  - !switch
  - !transition-equations
  - !transition-shocks
  - !transition-variables
  - !ttrend
  - ||
  - %{...%}
  - diff
  - difflog
  - <...>
  - %
  - min
  - movavg
  - movavg
  - movprod
  - movsum
  - pct
  - roc
  - {...}
  - Steady ref
  - !!
- Structural model objects
  Structural model objects
  - Model.fromFile
  - Model.fromString
  - Model.fromSnippet
  - access
  - acf
  - activateLink
  - alter
  - analyticGradients
  - assign
  - assignFromModel
  - beenSolved
  - bn
  - blazer
  - byAttributes
  - changeGrowthStatus
  - changeLinearStatus
  - changeLogStatus
  - checkInitials
  - checkSteady
  - deactivateLink
  - diffloglik
  - diffsrf
  - eig
  - estimate
  - expand
  - failed
  - fevd
  - ffrf
  - findEquation
  - findeqtn
  - findname
  - fisher (Model)
  - fmse
  - getBounds
  - horzcat
  - icrf
  - ifrf
  - isLinear
  - isLinkActive
  - islog
  - isempty
  - ismissing
  - isname
  - isnan
  - isStationary
  - kalmanFilter
  - lhsmrhs
  - print
  - replaceNames
  - rescaleStd
  - reset
  - resetBounds
  - setBounds
  - simulate
  - solutionMatrices
  - solve
  - steady
  - subsref
  - system
  - systemMatrices
  - table
- Simulation plan objects
  Simulation plan objects
- Explanatory equation objects
  Explanatory equation objects
- Linear time-varying state-space systems
  Linear time-varying state-space systems
- Nonlinear equations solver settings
  Nonlinear equations solver settings
Time series modeling
Time series modeling
- VAR models
  VAR models
  - kalmanFilter
- Structural VAR models
  Structural VAR models
  - sort
- Panel VAR extension
  Panel VAR extension
- Dynamic factor models
  Dynamic factor models
  - estimate
  - filter
- ARMA processes
  ARMA processes
- Parameterized ARMA processes
  Parameterized ARMA processes
- X13 interface
  X13 interface
  - x13.season
Data management
Data management
- Time series
  Time series
  - Series
  - acf
  - adiff
  - adifflog
  - apct
  - apply
  - arf
  - arma
  - aroc
  - ascii
  - band
  - bpass
  - bwf
  - cat
  - chainlink
  - chowlin
  - clip
  - comment
  - convert
  - cumsumk
  - destdize
  - detrend
  - diff
  - diffChart
  - difflog
  - ellone
  - Series.empty
  - errorbar
  - expsm
  - fft
  - fillMissings
  - filter
  - find
  - flipud
  - Series.fromData
  - genip
  - get
  - getData
  - getDataFromTo
  - grow
  - horzcat
  - hpdi
  - hpf
  - ifelse
  - Interpolate missing observations
  - isempty
  - isscalar
  - lasso
  - length
  - Series.linearTrend
  - llf
  - moving
  - pct
  - permute
  - plot
  - plotpred
  - plotyy
  - project
  - Series.randomlyGrowing
  - rebase
  - redate
  - regress
  - removeWeekends
  - repmat
  - reshape
  - rmse
  - roc
  - Series.seasonDummy
  - setData
  - size
  - sort
  - spy
  - stdize
  - subsasgn
  - subsref
  - tabular
  - trend
  - vertcat
  - windex
  - wmean
  - yearly
- Databank package
  Databank package
- Dates
  Dates
  - Dater.dd
  - Dater.hh
  - Dater.ii
  - Mm
  - Dater.qq
  - toString
  - Dater.ww
  - Dater.yy
- Term structures
  Term structures
- Named matrix
  Named matrix
- Data grouping
  Data grouping
  - Grouping
  - add
  - detail
  - eval
  - isempty
  - remove
  - split
- Excel sheet reader
  Excel sheet reader
Reporting
Reporting
- HTML reporting package
  HTML reporting package
- Quick chartpacks
  Quick chartpacks
  - Chartpack
  - add
  - clear
  - draw
Shrinkage estimation
Shrinkage estimation
- System prior wrapper
  System prior wrapper
- System priors
  System priors
- System properties
  System properties
- Posterior object
  Posterior object
  - arwm
  - stats
- Prior dummy observations
  Prior dummy observations
- Distributions package
  Distributions package
  - Beta distribution
    
    Beta distribution
  - Gamma distribution
    
    Gamma distribution
Utilities
Utilities
- Visualization utilities
  Visualization utilities
  - Highlight
- Text utilities
  Text utilities

Overview of prior dummy observations for VAR model estimation

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