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: coeffest

Quantlet: residuen
Description: calculates residuals for VAR models

Usage: u = residuen(coeff,ord,di,adj,tb,te,ytt)
Input:
coeff matrix, the coefficients
ord integer, order of series
di integer, dimension of time series
adj scalar, 1=if adjusted, 0=if not
tb integer, (time) begin
te integer, (time) end
ytt vector, the transformed time series
Output:
u matrix, estimated residuals




Author: C. Hafner, S. Sperlich, W. Haerdle, 19971212 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006