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: coeffest

Macro: sfvonmw
Description: standard errors for mean in VAR models

Usage: y = sfvonmw(coeff,covu,di,ord,t)
Input:
coeff matrix, estimated coefficients
covu matrix, covariance
di integer, dimension of time series
ord integer, order of series
t integer, number of observation time points
Output:
y matrix,

Library: multi
See also: coeffest

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