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