| Library: | multi |
| See also: | domulti |
| Quantlet: | covres | |
| Description: | auxiliary quantlet for full VAR models |
| Usage: | covr = covres(ord,di,tb,te,adj,typ,ytt) | |
| Input: | ||
| ord | integer, order of series | |
| di | integer, dimension of time series | |
| tb | integer, (time) begin | |
| te | integer, (time) end | |
| adj | integer, 1=if adjusted, 0=if not | |
| typ | integer, describing the model type | |
| ytt | vector, the transformed time series | |
| Output: | ||
| covr | matrix | |