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

Macro: strucbru
Description: auxiliary quantlet for multi

Usage: d =strucbru(b,covb,di,ord,adj,tb,te,t,covu,typ,ytt,outp)
Input:
b matrix
covb matrix, covariance of b
di integer, dimension of time series
ord integer, order of series
adj scalar, 1=if adjusted, 0=if not
tb integer, (time) begin
te integer, (time) end
t integer, number of observation time points
covu matrix, covariance
typ integer, describing the model type
ytt vector, the transformed time series
outp matrix
Output:
d matrix

Library: multi

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 971212
(C) MD*TECH Method and Data Technologies, 17.8.2000