VAR(2) and IRF curve.

I have 3 variable "A", "B", "C" for the same period and frequency.

And i want to calculate VAR(2) coefficient and standard error.

Also, Impulse Response curve.

I also using the varm, estimate function, but i couldn't get the answer.

How can i build the code?

Answer 1

[Pratheek Punchathody]

I think using MATLAB documentation on Impulse response function and Vector Autoregression models will be helpful in finding the required help in this case.