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;