| Library: | multi |
| See also: | modelrr |
| Quantlet: | estabr | |
| Description: | estimation of reduced rank VAR model |
| Usage: | {y, ew2} = estabr(ord,rang,di,tb,te,typ,ytt) | |
| Input: | ||
| ord | integer, order of series | |
| rang | matrix | |
| di | integer, dimension of time series | |
| tb | integer, (time) begin | |
| te | integer, (time) end | |
| typ | integer, describing the model type | |
| ytt | vector, the transformed time series | |
| Output: | ||
| y | matrix of parameters a and b | |
| ew2 | matrix of eigenvalues | |