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: domulti

Macro: covres
Description: auxiliary quantlet for full VAR models

Usage: covr = covres(ord,di,tb,te,adj,typ,ytt)
Input:
ord integer, order of series
di integer, dimension of time series
tb integer, (time) begin
te integer, (time) end
adj integer, 1=if adjusted, 0=if not
typ integer, describing the model type
ytt vector, the transformed time series
Output:
covr matrix

Library: multi
See also: domulti

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 971204
(C) MD*TECH Method and Data Technologies, 17.8.2000