Library: | multi |
See also: | zmulz zxgen |
Quantlet: | ymulz | |
Description: | auxiliary matrix multiplication for least squares regression |
Usage: | yz = ymulz(ord,di,tb,te,adj,typ,ytt) | |
Input: | ||
ord | integer, order of series | |
di | integer, dimension of time series | |
tb | integer | |
te | integer | |
adj | integer | |
typ | integer, describing the model type | |
ytt | vector, the transformed time series | |
Output: | ||
yz | matrix |
library("multi") ytt=1:3~2:4~3:5 typ=1 ymulz(1,3,3,4,0,typ,ytt)
Contents of yz [1,] 4 9 13 17 [2,] 6 14 20 26 [3,] 8 19 27 35