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 |