| 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 | |