Library: | multi |
See also: | bgen jagen |
Macro: | jbgen | |
Description: | auxiliary macro for full VAR model analysis |
Usage: | j = jbgen(di, ord) | |
Input: | ||
di | integer, dimension of time series | |
ord | integer, order of series | |
Output: | ||
j | vector |
library("multi") j = jbgen(2,2) j
[1,] 0.0000000 1.0000000 0.0000000 0.0000000 0.0000000 [2,] 0.0000000 0.0000000 1.0000000 0.0000000 0.0000000
Library: | multi |
See also: | bgen jagen |