Name

recresid — recursive residuals

CALLING SEQUENCE

[rresid]=recresid(y,x)

PARAMETERS

Input

• y = dependent variable vector (n x 1)

• x = explanatory variables matrix (n x k)

Output

• rresid = recursive residuals (first k-obs equal zero)

DESCRIPTION

Computes recursive residuals.

EXAMPLE


x=grand(40,3,'nor',0,1);
y=x*ones(3,1)+grand(40,1,'nor',0,1);
vv = recresid(y,x)
 

               

AUTHOR

Eric Dubois 2002