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: strucbru

Macro: station
Description: test for structural change (for VAR models)

Usage: d=station(forec,phi,icovu,covh,di,ord,te,t,h,ytt,outp)
Input:
forec matrix,
phi matrix,
icovu matrix,
covh matrix,
di integer, dimension of time series
ord vector, order of series
te integer, (time) end
t integer, number of observation time points
h integer, forecast horizon
ytt vector, the transformed time series
outp matrix
Output:
d matrix,

Library: multi
See also: strucbru

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: Hafner, Sperlich 971212
(C) MD*TECH Method and Data Technologies, 28.6.1999