| 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