| 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 | |