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: hgen

Macro: phigen
Description: auxiliary quantlet for full VAR model analysis

Usage: phi = 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

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 971106
(C) MD*TECH Method and Data Technologies, 17.8.2000