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

Quantlet: 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, 21.9.2000