 Usage:  h=hgenrr(a,b,di,ord,rang)  

 

 Input:



  a                      Matrix A (di x rk) 

                         

  b                      Matrix B (rk x di) 

                         

  di                     integer, dimension of time series 

                         

  ord                    integer, order of VAR model 

                         

  rang                   integer, rank of VAR model 

                         

 Output:



  h                      loading matrix 

                         

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

