Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: multi
See also: agen bgen

Quantlet: aorBgen
Description: auxiliary quantlet for full VAR model analysis

Usage: y = aorBgen(aorb,di,ord,adj,typ)
Input:
b di*ord+1 vector
di vector, dimensions
ord vector, order of series
adj scalar, 1=if adjusted, 0=if not
typ integer, describing the model type
Output:
y matrix




Author: C. Hafner, S. Sperlich, W. Haerdle, 19971106 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006