<< predfailin0 Econometric tests and diagnostics reliability >>

Grocer >> Econometric tests and diagnostics > recresid

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

Report an issue
<< predfailin0 Econometric tests and diagnostics reliability >>