Library: | multi |
See also: | bgen |
Macro: | agen | |
Description: | auxiliary macro for VAR models |
Usage: | j = agen(a, di, ord,typ) | |
Input: | ||
a | vector | |
di | integer, dimension of time series | |
ord | integer, order of series | |
typ | integer, describing the model type | |
Output: | ||
j | matrix |
library("multi") y = agen(zeros(1,4),2,2,1) y
[1,] 0.000000 0.000000 0.000000 0.000000 [2,] 1.000000 0.000000 0.000000 0.000000 [3,] 0.000000 1.000000 0.000000 0.000000
Library: | multi |
See also: | bgen |