3-oxoacyl-(acyl-carrier-protein) reductase
This page shows the details for different matrix notations of a vector autoregression process with k variables.
Var(p)
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Where each is a k × 1 vector and each is a k × k matrix.
Large matrix notation
Equation by equation notation
Rewriting the y variables one to one gives:
Concise matrix notation
One can rewrite a VAR(p) with k variables in a general way which includes T+1 observations through
Where:
and
One can then solve for the coefficient matrix B (e.g. using an ordinary least squares estimation of )
References
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