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

Quantlet: agen
Description: auxiliary quantlet 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:

Contents of y

[1,] 0        0        0        0 

[2,] 1        0        0        0 

[3,] 0        1        0        0


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, 21.9.2000