Library: | multi |
See also: |
Quantlet: | strucbru | |
Description: | auxiliary quantlet for multi |
Usage: | d =strucbru(b,covb,di,ord,adj,tb,te,t,covu,typ,ytt,outp) | |
Input: | ||
b | matrix | |
covb | matrix, covariance of b | |
di | integer, dimension of time series | |
ord | integer, order of series | |
adj | scalar, 1=if adjusted, 0=if not | |
tb | integer, (time) begin | |
te | integer, (time) end | |
t | integer, number of observation time points | |
covu | matrix, covariance | |
typ | integer, describing the model type | |
ytt | vector, the transformed time series | |
outp | matrix | |
Output: | ||
d | matrix |