Library: | multi |
See also: | hgen |
Macro: | phigen | |
Description: | auxiliary macro for full VAR model analysis |
Usage: | j = phigen(coeff,j,anz,ord,di,typ) | |
Input: | ||
coeff | vector, | |
j | vector, | |
anz | integer, | |
ord | integer, order of series | |
di | integer, dimension of time series | |
typ | integer, describing the model type | |
Output: | ||
phi | matrix |
Library: | multi |
See also: | hgen |