var5_test
Create VAR coefficients for 5-node test network
Contents
Syntax
A = var5_test
Arguments
See also Common variable names and data structures.
output
A VAR coefficients matrix for 5-node test network
Description
Returns coefficients A for a VAR(3) based on a 5-node test network with causal architecture:
function A = var5_test
n = 5;
p = 3;
r = sqrt(2);
A = zeros(n,n,p);
A(1,1,1) = 0.95*r;
A(1,1,2) = -0.9025;
A(2,1,2) = 0.5;
A(3,1,3) = -0.4;
A(4,1,2) = -0.5;
A(4,4,1) = 0.25*r;
A(4,5,1) = 0.25*r;
A(5,4,1) = -0.25*r;
A(5,5,1) = 0.25*r;