Library: | multi |
See also: | strucbru |
Quantlet: | station | |
Description: | test for structural change (for VAR models) |
Usage: | d=station(forec,phi,icovu,covh,di,ord,te,t,h,ytt,outp) | |
Input: | ||
forec | matrix | |
phi | matrix | |
icovu | matrix | |
covh | matrix | |
di | integer, dimension of time series | |
ord | vector, order of series | |
te | integer, (time) end | |
t | integer, number of observation time points | |
h | integer, forecast horizon | |
ytt | vector, the transformed time series | |
outp | matrix | |
Output: | ||
d | matrix |