inst/book-ex/Rcode-8-4.R

H.31 <- matrix(c(1,-1,-1,0,0, 0,0,0,1,0, 0,0,0,0,1),
               c(5,3))
H.32 <- matrix(c(1,0,0,0,0, 0,1,0,0,0, 0,0,1,0,0,
                 0,0,0,1,-1), c(5,4))
H31 <- summary(blrtest(z = H1, H = H.31, r = 2))
H32 <- summary(blrtest(z = H1, H = H.32, r = 2))

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urca documentation built on May 2, 2019, 2:08 a.m.