diff --git a/README.md b/README.md index 5389365..ad23d1f 100644 --- a/README.md +++ b/README.md @@ -143,7 +143,10 @@ edit('bear_settings_BVAR') ## Documentation -For a full BEAR documentation please visit our [doc page](https://github.com/european-central-bank/BEAR-toolbox/tree/master/tbx/doc). +To get started running the code, please visit: +[Full doc](/doc/Getting_started_2.md) + +For the actual technical documentation, please look at the [technical guides](https://github.com/european-central-bank/BEAR-toolbox/tree/master/tbx/doc) ## Distribute BEAR diff --git a/doc/GettingStarted_2.md b/doc/GettingStarted_2.md new file mode 100644 index 0000000..25b5213 --- /dev/null +++ b/doc/GettingStarted_2.md @@ -0,0 +1,178 @@ + + +# BEAR + +## Table of Contents +[Quick Guide](#H_5194ADD6) + +[OLS VAR](#H_C9D87C44) + + [Bayesian VAR](#H_8F830DE7) + + [PANEL VAR](#H_79E2BAEE) + + [Stochastic Volatility](#H_0C663C91) + + [Time Varying Panel](#H_F7A1563A) + + [Mixed Frequency](#H_413C373A) + +[Applications](#H_3B88EB60) + + [Impulse Response Functions](#H_231A6857) + + [Unconditional Forecasts](#H_8DFCADBE) + + [Forecast Error Variance](#H_811CB45A) + + [Historical Decompositions](#H_4C47CFC6) + + [Conditional Forecasts](#H_EE37E1B9) + +[Replications](#H_B3AD755D) + + + +# Quick Guide + +First of all, you should probably understand basic [OLS VAR models](#H_C9D87C44) + + +BEAR has two sets of inputs. + +- A number of timeseries and tables that you normally enter in an Excel file +- A nubmer of inputs that you pass in as a struct. + +You can create such a group of settings and run BEAR as follows + +```matlab +s = BEARsettings('BVAR', data = "default_bear_data.xlsx") +BEARmain(s) +``` + +# **Common Settings** + +Here we discuss how to run a generic BEAR model and the basic "generic" settings. The equivalent to the Blue Box in the BEAR app. For example: + +```matlab +s = BEARsettings("BVAR", data = "default_bear_data.xlsx") +``` + +Optional inputs: + +- frequency % data frequency (1=yearly, 2= quarterly, 3=monthly, 4=weekly, 5=daily, 6=undated) +- startdate % sample start date; must be a string consistent with the date formats of the toolbox +- enddate % sample end date; must be a string consistent with the date formats of the toolbox +- varendo % endogenous variables; must be a single string, with variable names separated by a space +- varexo % exogenous variables, if any; must be a single string, with variable names separated by a space +- lags % number of lags +- const % inclusion of a constant (1=yes, 0=no) +- data +- results % save the results in the excel file (true/false) +- results_path % path where there results file is stored +- results_sub % name of the results file +- plot % plot the results (true/false) +- Debug % save error +- workspace % save the workspace as a .mat file (true/false) + +# **VAR Type** + +This is the most important setting for BEAR. It decides which type of model you are running. + + +This settings cannot be changed, becuase a lot of properties are dependent on it, so once you create a specific settings object, you either stick with it or recreate. + + +# OLS VAR + +Brief explanation + +```matlab +s = BEARsettings("OLS", data = "default_bear_data.xlsx") +BEARmain(s) +``` + +[Detailed Explanation](./OLS.mlx) + + +## Bayesian VAR + +Brief explanation + +```matlab +s = BEARsettings("BVAR", data = "default_bear_data.xlsx") +BEARmain(s) +``` + +## PANEL VAR + +Brief explanation + +```matlab +s = BEARsettings("PANEL", data = "default_bear_data.xlsx") +BEARmain(s) +``` + +## Stochastic Volatility + +Brief explanation + +```matlab +s = BEARsettings("SV", data = "default_bear_data.xlsx") +BEARmain(s) +``` + +## Time Varying Panel + +Brief explanation + +```matlab +s = BEARsettings("TVP", data = "default_bear_data.xlsx") +BEARmain(s) +``` + +## Mixed Frequency + +Brief explanation + +```matlab +s = BEARsettings("MFVAR", data = "default_bear_data.xlsx") +BEARmain(s) +``` + +# Applications + +This is where the applications tab is explained + + +## Impulse Response Functions + +Basic description and quick example + +```matlab +s = BEARsettings('BVAR', IRF = 1, IRFt = 'Cholesky', IRFperiods = 20) +BEARmain(s) +``` + +[More here](./IRF.mlx) + + +## Unconditional Forecasts + +## Forecast Error Variance + +Basic description and quick example + +```matlab +s = BEARsettings('BVAR', F = 1, Fstartdate = '2014q1', Fenddate = '2016q4', Fendsmpl = true) +BEARmain(s) +``` + +[More here](./Forecasts.mlx) + + +## Historical Decompositions + +## Conditional Forecasts + +# Replications diff --git a/resources/project/Root.type.Files/doc.type.File.xml b/resources/project/Root.type.Files/doc.type.File.xml new file mode 100644 index 0000000..a75f7a8 --- /dev/null +++ b/resources/project/Root.type.Files/doc.type.File.xml @@ -0,0 +1,2 @@ + + \ No newline at end of file diff --git a/resources/project/Root.type.Files/doc.type.File/1.type.DIR_SIGNIFIER.xml b/resources/project/Root.type.Files/doc.type.File/1.type.DIR_SIGNIFIER.xml new file mode 100644 index 0000000..a75f7a8 --- /dev/null +++ b/resources/project/Root.type.Files/doc.type.File/1.type.DIR_SIGNIFIER.xml @@ -0,0 +1,2 @@ + + \ No newline at end of file diff --git a/resources/project/Root.type.Files/doc.type.File/GettingStarted_2.md.type.File.xml b/resources/project/Root.type.Files/doc.type.File/GettingStarted_2.md.type.File.xml new file mode 100644 index 0000000..a75f7a8 --- /dev/null +++ b/resources/project/Root.type.Files/doc.type.File/GettingStarted_2.md.type.File.xml @@ -0,0 +1,2 @@ + + \ No newline at end of file