Library: | multi |
See also: | coeffest |
Quantlet: | sfvonmw | |
Description: | standard errors for mean in VAR models |
Usage: | y = sfvonmw(coeff,covu,di,ord,t) | |
Input: | ||
coeff | matrix, estimated coefficients | |
covu | matrix, covariance matrix | |
di | integer, dimension of time series | |
ord | integer, order of time series | |
t | integer, number of observation time points | |
Output: | ||
y | matrix of standard errors for mean |