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: modelrr

Macro: estabr
Description: estimation of reduced rank VAR model

Usage: y = estabr(ord,rang,di,tb,te,typ,ytt)
Input:
ord integer, order of series
rang matrix,
di integer, dimension of time series
tb integer, (time) begin
te integer, (time) end
typ integer, describing the model type
ytt vector, the transformed time series
Output:
y matrix of parameters a and b
ew2 matrix of eigenvalues

Library: multi
See also: modelrr

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: TP A1/A2, CH 980408
(C) MD*TECH Method and Data Technologies, 28.6.1999