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: sigma1
Description: auxiliary quantlet for full VAR model analysis

Usage: s2 = sigma1(phi, sigma, h)
Input:
phi matrix
sigma vector, standard error
h integer, forecast horizon
Output:
s2 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 971212
(C) MD*TECH Method and Data Technologies, 17.8.2000