I meant asarray. Oops. It's a moot point I think anyway. I could have sworn I took a pseudoinverse of a sparse matrix last night and had the betas for VAR, but I can't repllicate. I am looking into rewriting it all in "companion matrix" form to see if this will be more efficient.
I meant asarray. Oops. It's a moot point I think anyway. I could have sworn I took a pseudoinverse of a sparse matrix last night and had the betas for VAR, but I can't repllicate. I am looking into rewriting it all in "companion matrix" form to see if this will be more efficient.