Grocer Function

NAME

scstd - determines bvar function scaling factor

CALLING SEQUENCE

[scale]=scstd(y,nobs,nlag)

PARAMETERS

Input

Output

DESCRIPTION

Determines bvar() function scaling factor using a univariate AR model (called by bvar1() only).

EXAMPLE

scale(j,1) = scstd(ytmp,nobs,nlag);

Example taken from function bvar1 (!)

AUTHOR

Eric Dubois 2002