Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

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

Example:
library("multi")
zxgen(1:3~2:4~3:5,2,3,2,1)

Result:
Contents of z
[1,]        2        3
[2,]        3        4
[3,]        4        5
[4,]        1        2
[5,]        2        3
[6,]        3        4



Author: C. Hafner, S. Sperlich, W. Haerdle, 19971024 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006