Library: | multi |
See also: | ymulz zmulz |
Quantlet: | zxgen | |
Description: | concatenates a VAR series |
Usage: | z = zxgen(serie,beginn,ende,order,meanadj) | |
Input: | ||
serie | N x K matrix | |
beginn | integer, >= order | |
ende | integer, >= beginn | |
order | integer | |
meanadj | scalar, 1=is mean adjusted, 0=is not | |
Output: | ||
z | matrix, dimension depends on meanadj |
library("multi") zxgen(1:3~2:4~3:5,2,3,2,1)
Contents of z [1,] 2 3 [2,] 3 4 [3,] 4 5 [4,] 1 2 [5,] 2 3 [6,] 3 4