| Library: | multi |
| See also: | agen bgen |
| Quantlet: | hgen | |
| Description: | auxiliary quantlet for full VAR model analysis |
| Usage: | h = hgen(ord,di) | |
| Input: | ||
| ord | vector, order of series | |
| di | vector, dimensions | |
| Output: | ||
| h | vector | |
library("multi")
h = hgen(2,2)
h
Contents of h [1,] 1 0 [2,] 0 1 [3,] 0 0 [4,] 0 0 [5,] 1 0 [6,] 0 1 [7,] 0 0 [8,] 0 0
| Library: | multi |
| See also: | agen bgen |