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: bgen jagen

Macro: jbgen
Description: auxiliary macro for full VAR model analysis

Usage: j = jbgen(di, ord)
Input:
di integer, dimension of time series
ord integer, order of series
Output:
j vector

Example:
library("multi")
j = jbgen(2,2)
j
Result:

[1,]  0.0000000  1.0000000  0.0000000  0.0000000  0.0000000 
[2,]  0.0000000  0.0000000  1.0000000  0.0000000  0.0000000 

Library: multi
See also: bgen jagen

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: WH, Sperlich 971106
(C) MD*TECH Method and Data Technologies, 28.6.1999