Library: | multi |
See also: | coeffest covmwgen |
Quantlet: | coeffba | |
Description: | auxiliary quantlet for full VAR model analysis |
Usage: | y = coeffba(di,ord,tb,te,covu,zz,a,la,th) | |
Input: | ||
di | integer, dimension of time series | |
ord | integer, order of series | |
tb | integer, (time) begin | |
te | integer, (time) end | |
covu | matrix, covariance | |
zz | matrix | |
a | vector | |
la | vector | |
th | vector | |
typ | integer, model type | |
ytt | matrix, the time series | |
Output: | ||
y | matrix |