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: ymulz zmulz

Macro: coeffest
Description: estimates the coefficients of a full VAR model

Usage: coeff = coeffest(ord,di,tb,te,adj,typ,ytt)
Input:
ord integer, order of series
di integer, dimension of time series
tb integer, (time) begin
te integer, (time) end
adj integer, adjusted (1) or not (0) ?
typ integer, describing the model type
ytt vector, the transformed time series
Output:
coeff matrix, the estimated coefficients

Library: multi
See also: ymulz zmulz

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, 28.6.1999