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

Quantlet: jagen
Description: auxiliary quantlet for VAR models

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

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 971106
(C) MD*TECH Method and Data Technologies, 21.9.2000