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 |