longRunSvarControlCreate#

Purpose#

Create a longRunSvarControl structure with default values.

Format#

adv = longRunSvarControlCreate()#

Returns:

adv (struct) –

An instance of a longRunSvarControl structure with the following default values:

adv.const	Scalar, 1 to include a constant (intercept), 0 to exclude. Default = 1.
adv.xreg	TxK matrix, exogenous regressors. Default = empty (no exogenous variables).
adv.quiet	Scalar, set to 1 to suppress printed output. Default = 0.

Examples#

new;
library timeseries;

fname = getGAUSSHome("pkgs/timeseries/examples/data/us_macro_quarterly.csv");
y = loadd(fname, "gdp_growth + cpi_inflation");

// Remove the constant — use struct for non-keyword settings
adv = longRunSvarControlCreate();
adv.const = 0;

lr = longRunSvar(y, 20, p=4, quiet=1, ctl=adv);

Library#

timeseries

Source#

var.src