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

Macro: agen
Description: auxiliary macro for VAR models

Usage: j = agen(a, di, ord,typ)
Input:
a vector
di integer, dimension of time series
ord integer, order of series
typ integer, describing the model type
Output:
j matrix

Example:
library("multi")
y = agen(zeros(1,4),2,2,1)
y
Result:
[1,] 0.000000 0.000000 0.000000 0.000000 
[2,] 1.000000 0.000000 0.000000 0.000000 
[3,] 0.000000 1.000000 0.000000 0.000000

Library: multi
See also: 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: Christian Hafner, Stefan Sperlich 971027
(C) MD*TECH Method and Data Technologies, 28.6.1999