| Library: | multi |
| See also: | bgen |
| Macro: | agen | |
| Description: | auxiliary macro for VAR models |
| Usage: | j = agen(a, di, ord,typ) | |
| Input: | ||
| a | vector | |
| di | integer, dimension of time series | |
| ord | integer, order of series | |
| typ | integer, describing the model type | |
| Output: | ||
| j | matrix | |
library("multi")
y = agen(zeros(1,4),2,2,1)
y
[1,] 0.000000 0.000000 0.000000 0.000000 [2,] 1.000000 0.000000 0.000000 0.000000 [3,] 0.000000 1.000000 0.000000 0.000000
| Library: | multi |
| See also: | bgen |