Grocer Function
NAME
bkw - BKW multicollinearity diagnostic
CALLING SEQUENCE
[condindex]=bkw(arg1,...,argn)
PARAMETERS
Input
-
argi = arguments which can be:
- a time series
- a real (nxp) vector
- a string equal to the name of a time series or a (nxp) real vector between quotes
- the string 'noprint' if the user doesn't want to print the results of the regression
Output
- condindex = the condition number
DESCRIPTION
Computes and prints BKW collinearity variance-decomposition proportions matrix.
EXAMPLE
bkw('x')
This example is taken from bkw_d. Here the exogenous variables take the form of a matrix x; it is entered between quotes, so the exogenous variables will be called x_1, x_2,...
AUTHOR
Eric Dubois 2002