Library: | multi |
See also: | domulti |
Quantlet: | modelfr | |
Description: | general analysis for the Full VAR Model, called by the quantlet domulti |
Usage: | modelfr(typ,ytt,header,outp,y) | |
Input: | ||
typ | integer (1,2 or 3), giving the type of model: 1=Full, 2=Subset, 3=Reduced Rank | |
ytt | k x n matrix, the transformed (and transposed) time series | |
header | list of 7 objects: natlog, diff, origyear, periodicity, origperiod,names, exclude | |
outp | integer, 1 = output to file, 0 = no output | |
y | k x n matrix, the original time series |