| Library: | multi |
| See also: | bgen jagen |
| Macro: | jbgen | |
| Description: | auxiliary macro for full VAR model analysis |
| Usage: | j = jbgen(di, ord) | |
| Input: | ||
| di | integer, dimension of time series | |
| ord | integer, order of series | |
| Output: | ||
| j | vector | |
library("multi")
j = jbgen(2,2)
j
[1,] 0.0000000 1.0000000 0.0000000 0.0000000 0.0000000 [2,] 0.0000000 0.0000000 1.0000000 0.0000000 0.0000000
| Library: | multi |
| See also: | bgen jagen |