 Usage:  omega = omegagen(coeff,gam,phi,sigma,h)  

 

 Input:



  coeff                  matrix, the coefficients 

                         

  gam                    matrix 

                         

  phi                    matrix 

                         

  sigma                  vector, standard error 

                         

  h                      integer, forecast horizon 

                         

 Output:



  omega                  matrix 

                         

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

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

