Keywords
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Function groups
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@
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:
domulti
Quantlet:
arofva
Description:
auxiliary quantlet for full VAR model analysis
Usage:
Pii = arofva(bmat,ord,pkmax,di)
Input:
bmat
matrix
ord
vector, order of series
pkmax
scalar
di
vector, dimensions
Output:
Pii
matrix
Author:
C. Hafner, S. Sperlich, W. Haerdle, 19971203 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006