Grocer Function

NAME

theilbv - Performs Theil-Goldberger for theilbv model

CALLING SEQUENCE

results=theilbv(nlag,tight,weight,decay,arg1,...,argn)

PARAMETERS

Input

Output

DESCRIPTION

Performs Theil-Goldberger for bvar model. Used in function bvar1.

EXAMPLE

bresult = theilbv(yvec,ymat,nlag,neqs,i,tight,weight,decay,scale2,scale,nx);

Example taken from function bvar1. Should not have many other uses!

AUTHOR

Eric Dubois 2002