Grocer Function
NAME
recresid - recursive residuals
CALLING SEQUENCE
[rresid]=recresid(y,x)
PARAMETERS
Input
-
y = dependent variable vector (n x 1)
-
x = explanatory variables matrix (n x k)
Output
- rresid = recursive residuals (first k-obs equal zero)
DESCRIPTION
Computes recursive residuals.
EXAMPLE
vv = recresid(grocer_y,grocer_x)
This example is taken from cusumf.
AUTHOR
Eric Dubois 2002