| Library: | multi |
| See also: | bgen |
| Quantlet: | agen | |
| Description: | auxiliary quantlet for VAR models |
| Usage: | j = agen(a, di, ord,typ) | |
| Input: | ||
| a | vector | |
| di | integer, dimension of time series | |
| ord | integer, order of series | |
| typ | integer, describing the model type | |
| Output: | ||
| j | matrix | |
library("multi")
y = agen(zeros(1,4),2,2,1)
y
Contents of y [1,] 0 0 0 0 [2,] 1 0 0 0 [3,] 0 1 0 0