Library: | multi |
See also: | agen bgen |
Macro: | hgen | |
Description: | auxiliary macro for full VAR model analysis |
Usage: | h = hgen(ord,di) | |
Input: | ||
ord | vector, order of series | |
di | vector, dimensions | |
Output: | ||
bb | vector |
library("multi") h = hgen(2,2) h
[1,] 1.000000 0.000000 [2,] 0.000000 1.000000 [3,] 0.000000 0.000000 [4,] 0.000000 0.000000
Library: | multi |
See also: | agen bgen |