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: agen

Macro: bgen
Description: auxiliary quantlet for full VAR model analysis

Usage: bb = bgen(b, di, ord)
Input:
b di*ord+1 vector
di vector, dimensions
ord vector, order of series
Output:
bb vector

Example:
library("multi")
bb = bgen(zeros(1,5),2,2)
bb
Result:
Contents of bb
[1,]        1        0        0        0        0 
[2,]        0        0        0        0        0 
[3,]        0        1        0        0        0 
[4,]        0        0        1        0        0 

Library: multi
See also: agen

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, 17.8.2000