| Library: | multi |
| See also: | agen |
| Quantlet: | jagen | |
| Description: | auxiliary quantlet for VAR models |
| Usage: | j = jagen(di, ord,typ) | |
| Input: | ||
| di | integer, dimension of time series | |
| ord | integer, order of series | |
| typ | integer, describing the model type | |
| Output: | ||
| j | matrix | |