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)