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