I am having trouble with something that should be pretty basic.
I need to invert a VAR (vector autoregression). Everything I have read just brushes past the actual inversion process, taking for granted that I already know how to invert a VAR. Does anyone know a good source (book, journal article, website) that walks through inverting? I've looked at Diebold's Elements of Forecasting and Enders' Applied Economic Times Series, as well as other sources with good coverage of VARs, but I can't find a good explanation of the basics of working with VARs.