[A,B,C,D,F,G,H,J,List,NF] = system(M)
M
[ model ] - Model object whose system matrices will be returned.A
[ numeric ] - Matrix at the vector of expectations in the transition equation.
B
[ numeric ] - Matrix at current vector in the transition equations.
C
[ numeric ] - Constant vector in the transition equations.
D
[ numeric ] - Matrix at transition shocks in the transition equations.
F
[ numeric ] - Matrix at measurement variables in the measurement equations.
G
[ numeric ] - Matrix at predetermined transition variables in the measurement variables.
H
[ numeric ] - Constant vector in the measurement equations.
J
[ numeric ] - Matrix at measurement shocks in the measurement equations.
List
[ cell ] - Lists of measurement variables, transition variables includint their auxiliary lags and leads, and shocks as they appear in the rows and columns of the system matrices.
NF
[ numeric ] - Number of non-predetermined (forward-looking) transition variables.
'linear='
[ 'auto'
| true
| false
] - Compute the model using a linear approach, i.e. differentiating around zero and not the currently assigned steady state.
'select='
[ true
| false
] - Automatically detect which equations need to be re-differentiated based on parameter changes from the last time the system matrices were calculated.
The system before the model is solved has the following form:
A E[xf;xb] + B [xf(-1);xb(-1)] + C + D e = 0
F y + G xb + H + J e = 0
where E
is a conditional expectations operator, xf
is a vector of non-predetermined (forward-looking) transition variables, xb
is a vector of predetermined (backward-looking) transition variables, y
is a vector of measurement variables, and e
is a vector of transition and measurement shocks.