Inverting VAR parameter into MA parameters
A function to invert vector autoregressive model parameters into moving average model parameters.
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This routine maps the parameters estimates of a vector autogression (VAR) into those of a corresponding moving average (MA) model. The output from this function is useful for constructing the structural impulse-response functions of a VAR model.
Cite As
Paolo Zagaglia (2026). Inverting VAR parameter into MA parameters (https://in.mathworks.com/matlabcentral/fileexchange/34409-inverting-var-parameter-into-ma-parameters), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (1.4 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
