| 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 | |