Library: | multi |
See also: | domulti |
Macro: | sigma1 | |
Description: | auxiliary quantlet for full VAR model analysis |
Usage: | s2 = sigma1(phi, sigma, h) | |
Input: | ||
phi | matrix | |
sigma | vector, standard error | |
h | integer, forecast horizon | |
Output: | ||
s2 | matrix |
Library: | multi |
See also: | domulti |