var9_test
Create VAR coefficients for 9-node test network
Contents
Syntax
A = var9_test
Arguments
See also Common variable names and data structures.
output
A VAR coefficients matrix for 9-node test network
Description
Returns coefficients A for a VAR(3) based on a 9-node test network with causal architecture:
function A = var9_test
n = 9;
p = 3;
A = zeros(n,n,p);
A(:,:,1) = [
0.0114 0 0.4088 0.4236 0 0 0 0 0;
-0.3394 -0.0192 0 0.2799 0 0 0 0.3085 0;
0 0 0.0194 0.3437 0 0 0 0 0;
0 0.4302 0 0.0188 0 0 0 0 0;
0 0 0.2851 0 0.0027 0 0.3160 0 0;
0 0 0 0 0.3039 -0.0020 0 0 0;
0 0 0 0 0 0.3030 -0.0186 0 0;
0 0 0 0 0 0 0 -0.0084 0.3477;
0 0 0 0 0 0 0.3037 0.2810 -0.0208
];
A(:,:,2) = [
0.0148 0 0.2590 0.1965 0 0 0 0 0;
0.2232 -0.0070 0 0.1779 0 0 0 -0.2383 0;
0 0 -0.0058 0.2008 0 0 0 0 0;
0 0.2103 0 0.0012 0 0 0 0 0;
0 0 0.1597 0 0.0065 0 0.1989 0 0;
0 0 0 0 0.2062 0.0177 0 0 0;
0 0 0 0 0 0.1895 -0.0008 0 0;
0 0 0 0 0 0 0 -0.0032 0.1381;
0 0 0 0 0 0 0.1947 -0.1718 0.0068
];
A(:,:,3) = [
0.0076 0 0.1434 0.1787 0 0 0 0 0;
0.1082 -0.0065 0 0.1351 0 0 0 0.2021 0;
0 0 0.0050 0.1826 0 0 0 0 0;
0 0.2090 0 -0.0037 0 0 0 0 0;
0 0 0.1943 0 0.0097 0 -0.0698 0 0;
0 0 0 0 0.1347 -0.0081 0 0 0;
0 0 0 0 0 0.2270 -0.0004 0 0;
0 0 0 0 0 0 0 -0.0014 0.1397;
0 0 0 0 0 0 0.2020 0.1417 -0.0022
];