| Library: | multi |
| See also: | ymulz zxgen |
| Quantlet: | zmulz | |
| Description: | auxiliary matrix multiplication for least squares regression |
| Usage: | zz = zmulz(ord,di,tb,te,adj,opt,typ,ytt) | |
| Input: | ||
| ord | integer, order of series | |
| di | integer, dimension of time series | |
| tb | integer | |
| te | integer | |
| adj | scalar | |
| opt | integer | |
| typ | integer, describing the model type | |
| ytt | vector, the transformed time series | |
| Output: | ||
| zz | matrix | |
library("multi")
ytt=1:3~2:4~3:5
typ=1
zmulz(1,3,3,4,0,0,typ,ytt)
Contents of zz [1,] 2 5 7 9 [2,] 5 13 18 23 [3,] 7 18 25 32 [4,] 9 23 32 41