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

jagen - jump
jagen auxiliary macro for VAR models
jbgen auxiliary macro for full VAR model analysis
jotaAorB auxiliary macro for VAR models
jump detects jump points in the time series. Optional parameter alpha controls the the sensitivity of the procedure. Recomended values are 0.5 ... 4.0. The default value is 2.0. The output vector j, which has the same length as data, indicates the detected jumps. NaN values are not allowed.

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

(C) MD*TECH Method and Data Technologies, 28.6.1999