SVAR A matrix
Posted: Wed Feb 10, 2016 11:42 am
Hi, apologies if this is a very elementary question.
I have generated estimates for matrix A using SVAR. However, to further interpret my results, I need the inverse of A and multiply by my cofficient estimates in the basic var.
Is there a function to do this? If not, how can I do this manually?
I have attached a picture of what I'm trying to achieve.
Many thanks!
Peter
I have generated estimates for matrix A using SVAR. However, to further interpret my results, I need the inverse of A and multiply by my cofficient estimates in the basic var.
Is there a function to do this? If not, how can I do this manually?
I have attached a picture of what I'm trying to achieve.
Many thanks!
Peter