Library: | multi |
See also: | domulti |
Quantlet: | rootsci | |
Description: | calculates characteristic roots of VAR operator |
Usage: | roots=rootsci(ord,di,tb,te,typ,ytt) | |
Input: | ||
ord | integer, VAR order | |
di | integer, dimension of time series | |
tb | integer, beginning of sample | |
te | integer, end of sample | |
typ | integer, model type | |
ytt | matrix, time series | |
Output: | ||
roots | matrix of characteristic roots |