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 |