Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: multi
See also: zmulz zxgen

Macro: ymulz
Description: auxiliary matrix multiplication for least squares regression

Usage: yz = ymulz(ord,di,tb,te,adj,typ,ytt)
Input:
ord integer, order of series
di integer, dimension of time series
tb integer
te integer
adj integer
typ integer, describing the model type
ytt vector, the transformed time series
Output:
yz matrix

Example:
library("multi")
ytt=1:3~2:4~3:5
typ=1
ymulz(1,3,3,4,0,typ,ytt)
Result:
Contents of yz
[1,]        4        9       13       17 
[2,]        6       14       20       26 
[3,]        8       19       27       35 

Library: multi
See also: zmulz zxgen

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Christian Hafner, Sperlich 971024
(C) MD*TECH Method and Data Technologies, 17.8.2000