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

var - vertestl - volatility
var var computes the variance of the elements of an array regarding a given dimension.
varest computes a VAR estimate
varfc computes one step forecast for a VAR-model
variableinfo gives general information concerning the name, the type and the number of NaNs in each variable of the dataset and shows if the variables and cases are in/excluded.
varml
varorder standard selection criteria for Full VAR models
varunls computes the unconstrained least squares estimates of the model parameters (B), residuals (u), variance-covariance matrix of the residuals (s), and autocovariance matrix of the time series (g) of a K-dimensional VAR(p) model with/ without intercept
vec vec reshapes all given arguments into a vectors and concatenates them into a single vector which is returned.
vec2mat stores the values of a vector into the upper triangle of a symmetric matrix regarding the sequence described in agglom
vertestb tests all libraries. Similar to vertestl but without menu.
vertestl tests all libraries.
vertestn
volatilam
volatility

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

(C) MD*TECH Method and Data Technologies, 28.6.1999