| Library: | multi |
| See also: | strucbru |
| Macro: | station | |
| Description: | test for structural change (for VAR models) |
| Usage: | d=station(forec,phi,icovu,covh,di,ord,te,t,h,ytt,outp) | |
| Input: | ||
| forec | matrix | |
| phi | matrix | |
| icovu | matrix | |
| covh | matrix | |
| di | integer, dimension of time series | |
| ord | vector, order of series | |
| te | integer, (time) end | |
| t | integer, number of observation time points | |
| h | integer, forecast horizon | |
| ytt | vector, the transformed time series | |
| outp | matrix | |
| Output: | ||
| d | matrix | |
| Library: | multi |
| See also: | strucbru |