RATS 10.1
RATS 10.1

These are functions for working with the MODEL data type.


 

%modelalpha(mdl)

Error correction term loadings for a model

%modelcompanion(mdl)

Companion matrix for a model

%modeldepvars(mdl)

Get list of dependent variables from a model

%modeleqn(mdl,n)

Get copy of equation from a model

%modelfind(mdl,y)

Locates an equation in a model by dependent variable

%modelgetcoeffs(mdl)

Get coefficient matrix for a model

%modelgetvcv(mdl)

Get covariance matrix for a model

%modellabel(mdl,n)

Label of dependent variable in an equation in a model

%modellagmatrix(mdl,k)

Coefficients of dependent variables at lag k

%modellagsums(mdl)

Compute VAR lag sums for a model

%modellargestroot(mdl)

Returns (absolute value) of largest root of the companion of the model.

%modelpoke(mdl,n,eqn)

Replaces an equation in a model

%modelsetcoeffs(m,c)

Set coefficient matrix for a model

%modelsetvcv(mdl,S)

Set covariance matrix for a model

%modelsize(model)

Number of equations in a model

%modelsubstect(model)

Substitute out error-correction terms

 


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