>> svar_d
rni =
0
The model is just identified
Convergence achieved after 11 iterations
a =
1.0000 0 0 0 0
-0.3485 1.0000 0 0 0
-0.1636 -1.3082 1.0000 0 0
-0.2350 -0.1401 -0.0279 1.0000 0
0.0074 -0.8948 -0.0896 -0.0567 1.0000
b =
3.7397 0 0 0 0
0 1.4019 0 0 0
0 0 4.9874 0 0
0 0 0 3.5386 0
0 0 0 0 3.1219
a_se =
0 0 0 0 0
0.0022 0 0 0 0
0.0106 0.0208 0 0 0
0.0076 0.0157 0.0041 0 0
0.0068 0.0139 0.0037 0.0052 0
b_se =
0.0155 0 0 0 0
0 0.0058 0 0 0
0 0 0.0206 0 0
0 0 0 0.0146 0
0 0 0 0 0.0129
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