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: agen bgen

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

Usage: h = hgen(ord,di)
Input:
ord vector, order of series
di vector, dimensions
Output:
h vector

Example:
library("multi")
h = hgen(2,2)
h
Result:
Contents of h
[1,]        1        0
[2,]        0        1  
[3,]        0        0 
[4,]        0        0 
[5,]        1        0 
[6,]        0        1 
[7,]        0        0 
[8,]        0        0 

Library: multi
See also: agen bgen

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 971027
(C) MD*TECH Method and Data Technologies, 17.8.2000