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: covres

Macro: sfcoeff
Description: estimates standard errors of parameter estimates

Usage: covc = sfcoeff(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 scalar, 1=if adjusted, 0=if not
typ integer, describing the model type
ytt vector, the transformed time series
Output:
covc matrix

Library: multi
See also: covres

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