VARDLM—State-space system matrices for a VAR

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

VARDLM—State-space system matrices for a VAR

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@VARDLM generates the state-space system matrices for an N-variable vector autoregressive process whose lag coefficients are provided in a VECTOR[RECT].

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Last bumped by TomDoan on Thu Aug 14, 2025 1:34 pm.
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