| Library: | multi |
| See also: | domulti |
| Macro: | sigma1 | |
| Description: | auxiliary macro for full VAR model analysis, |
| Usage: | s2 = sigma1(phi, sigma, h) | |
| Input: | ||
| phi | matrix, | |
| sigma | vector, standard error | |
| h | integer, forecast horizon | |
| Output: | ||
| s2 | matrix | |
| Library: | multi |
| See also: | domulti |