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 |