Grocer Function
NAME
explosys - Transformation of sur equations
CALLING SEQUENCE
[x,y,boundsvarb,prests,listcoef,namey,ncoefeqs]=
explosys(namecoef,specara,speccarb,arg1,...,argn)
PARAMETERS
Input
-
namecoef = column vector of coefficients name
-
speccara = column vector of characters that must be
found after the name of a coefficient
-
speccarb = column vector of characters that must be
found before the name of a coefficient
-
argi = an equation containing the coefficients named in namecoef
Output
-
x = (nobs x k) matrix of exogenous variables in the complete model
-
y = (nobs x 1) vector of endogenous variables in the complete model
-
boundsvarb = bounds (if any) of the regression
-
prests = a boolean indicating the presence or absence of ts in the regressions
-
listcoef = list of indexes of the coefficients in each equation
-
namey = column vector of the names of the endogenous variables
-
ncoefeqs = column vector of the # of coefficients in each equation
DESCRIPTION
From a series of equations retrieve the matrix of exogenous variables, taking into acount the constraints (if any) imposed on the coefficients; the equations must be linear in the coefficients.
EXAMPLE
[x,y,grocer_boundsvarb,grocer_prests,listcoef,namey,ncoefeqs]=...
explosys(grocer_namecoef,grocer_speccara,grocer_speccarb,varargin(:))
This example is taken from sur.
AUTHOR
Eric Dubois 2002