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 modelrr

Macro: omerrgen
Description: Generation of Omega for the reduced rank VAR model

Usage: omega=omerrgen(coeff,phi,sigma,h,t,ord,di,tb,te,adj,typ,ytt)
Input:
coeff matrix, the coefficients
phi matrix,
sigma vector, standard error
h integer, forecast horizon
t integer
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 matrix, the time series
Output:
omega matrix,

Library: multi
See also: domulti 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: Hafner, Sperlich 971204, CH 980408
(C) MD*TECH Method and Data Technologies, 17.8.2000