7 lines
236 B
Plaintext
7 lines
236 B
Plaintext
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Copyright (C) 2001 Michel Juillard
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computes the theoretical auto-covariances, Gamma_y, for an AR(p) process
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with coefficients dr.ghx and dr.ghu and shock variances Sigma_e_
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for a subset of variables ivar (indices in lgy_)
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