Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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)
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

Author: C. Hafner, S. Sperlich, W. Haerdle, 19971010 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006