| Library: | multi |
| See also: | coeffest |
| Quantlet: | residuen | |
| Description: | calculates residuals for VAR models |
| Usage: | u = residuen(coeff,ord,di,adj,tb,te,ytt) | |
| Input: | ||
| coeff | matrix, the coefficients | |
| ord | integer, order of series | |
| di | integer, dimension of time series | |
| adj | scalar, 1=if adjusted, 0=if not | |
| tb | integer, (time) begin | |
| te | integer, (time) end | |
| ytt | vector, the transformed time series | |
| Output: | ||
| u | matrix, estimated residuals | |
| Library: | multi |
| See also: | coeffest |