Library: | multi |
See also: | agen bgen |
Quantlet: | hgen | |
Description: | auxiliary quantlet for full VAR model analysis |
Usage: | h = hgen(ord,di) | |
Input: | ||
ord | vector, order of series | |
di | vector, dimensions | |
Output: | ||
h | vector |
library("multi") h = hgen(2,2) h
Contents of h [1,] 1 0 [2,] 0 1 [3,] 0 0 [4,] 0 0 [5,] 1 0 [6,] 0 1 [7,] 0 0 [8,] 0 0