contribution of an exogenous variable
[contrib_x]=contrib(vari,mainf_proxy)
vari = the exogenous variable, either a ts, a vector or such an object
mainf_proxy = the nbterms first terms of the Infinite Moving average
dropna = 'dropna' if the user wants to remove the NA values from the data (optional)
contrib_x = the vector of contributions
1) load(GROCERDIR+'/macros/grocer/db/bdhenderic.dat'); rnet_mainf=mainf([1-0.1746071-0.0928556 ; 0.1746071],-0.6296264);rnet_contrib=contrib(delts(rnet),rnet_mainf) 2) load(GROCERDIR+'/macros/grocer/db/bdhenderic.dat'); rnet_mainf=mainf([1-0.1746071-0.0928556 ; 0.1746071],-0.6296264,107);rnet_contrib=contrib(delts(rnet),rnet_mainf) The two examples calculate the contribution of the interest rate to the delta of logarithm of m1 according to Hendry and Ericsson model (estimated by grocer function hendryericsson(). In the first one, the moving average approximation has been calculated only for the 100 first terms (default of mainf); Therefore contrib has given the message "WARNING:# of terms in the response function lower than the # of observations". In the second example, this number of terms has been adjusted to the length of the ts and the warning message no longer occurs.