| Library: | multi |
| See also: | modelss |
| Quantlet: | rgenss | |
| Description: | generates the restriction matrix for Subset VAR |
| Usage: | r=rgenss(ord,di,t,tb,te,adj,cri,ownbr,ozr,typ,ytt) | |
| Input: | ||
| ord | integer, order of VAR | |
| di | integer, dimension of time series | |
| t | integer, sample size | |
| tb | integer, beginning of sample | |
| te | integer, end of sample | |
| adj | integer, 0=mean adjusted, 1=not mean adjusted | |
| cri | integer, 1=AIC, 2=HQ, 3=SC, 4=none | |
| ownbr | matrix, matrix of own restrictions | |
| ozr | integer, 0=no own restrictions | |
| typ | integer, model type (2=subset VAR) | |
| ytt | matrix, time series | |
| Output: | ||
| r | the restriction matrix | |