Grocer Function

NAME

ols1 - ordinary least squares

CALLING SEQUENCE

[rols]=ols1(y,x)

PARAMETERS

Input

Output

DESCRIPTION

One of the numerous functions performing ordinary least squares: this one assumes that x et y are already a matrix and a vector and does not provide DW, Rē statistics. Used in other programs.

EXAMPLE

r=ols1(y,ptrend(t,nobs))

This example is taken from kpss.

AUTHOR

Eric Dubois 2002