 Usage:  cr=criterss(r,k,t,ord,di,tb,te,adj,cri,typ,ytt)  

 

 Input:



  r                      matrix, restrictions of Subset VAR 

                         

  k                      integer, index 

                         

  t                      integer, sample size 

                         

  ord                    integer, VAR order 

                         

  di                     integer, dimension of time series 

                         

  tb                     integer, beginning of sample 

                         

  te                     integer, end of sample 

                         

  adj                    integer, 0=mean adjusted, 1=not mean adjusted 

                         

  cri                    integer, 1=AIC, 2=HQ, 3=SC, 4=none 

                         

  typ                    integer, model type (2=subset VAR) 

                         

  ytt                    matrix, time series 

                         

 Output:



  cr                     matrix of selection criteria 

                         

--------------------------------------------------------------

(C) MD*TECH Method and Data Technologies, 21.9.2000

