| Library: | multi |
| See also: | hgen |
| Quantlet: | phigen | |
| Description: | auxiliary quantlet for full VAR model analysis |
| Usage: | phi = phigen(coeff,j,anz,ord,di,typ) | |
| Input: | ||
| coeff | vector | |
| j | vector | |
| anz | integer | |
| ord | integer, order of series | |
| di | integer, dimension of time series | |
| typ | integer, describing the model type | |
| Output: | ||
| phi | matrix | |