| 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 |