makeB

makeB Construct the matrix B in the system representation \(x = Bx + \Omega\varepsilon\).

Arguments

  • As (cell array of matrices): Autoregressive coefficient matrices.
  • Sigma (matrix): Covariance matrix of the shocks.
  • order (vector): Ordering of variables given by the transmission matrix.
  • maxHorizon (integer): Maximum IRF horizon.

Returns

  • B (matrix): Part of the sytems representation.

See also makeOmega, makeSystemsForm