How do I apply boundary conditions to coefficients estimated in VAR model using VGXVARX / VGXSET / MVREGRESS?

1 view (last 30 days)
For specific reasons I want to limit the estimated coefficients in a 1st order VAR to a specific value, lets say 0.9. I assume that it must be possible, does anyone know how?
To be more specific, I know that it is possible to set various values to zero by using boolean matrices, but I want to limit the estimated coefficients in the AR matrix to a specific value.
Spec = vgxset('n', size(Z,2), 'ARsolve', mat);
[EstSpec, EstStdErrors, LLF, W] = vgxvarx(Spec,Z);
Hope anyone can help me, thanks in advance!

Answers (0)

Categories

Find more on Conditional Mean Models in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!