| 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 | |