| Library: | multi |
| See also: | modelfr |
| Quantlet: | varorder | |
| Description: | standard selection criteria for Full VAR models |
| Usage: | d1 = varorder(tb,te,t,di,diff,typ,ytt,outp) | |
| Input: | ||
| tb | integer, (time) begin | |
| te | integer, (time) end | |
| t | integer, number of observation time points | |
| di | integer, dimension of time series | |
| diff | integer, difference of lags | |
| typ | integer, describing the model type | |
| ytt | vector, the transformed time series | |
| outp | matrix | |
| Output: | ||
| d1 | matrix, the estimated coefficients | |