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: domulti

Macro: rootsci
Description: calculates characteristic roots of VAR operator

Usage: roots=rootsci(ord,di,tb,te,typ,ytt)
Input:
ord integer, VAR order
di integer, dimension of time series
tb integer, beginning of sample
te integer, end of sample
typ integer, model type
ytt matrix, time series
Output:
roots matrix of characteristic roots

Library: multi
See also: domulti

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: TP A2, CH 980409
(C) MD*TECH Method and Data Technologies, 28.6.1999