Hi,
about the $vma (vector moving-average) accessor the user guide says (p.
235 of the A4 version):
"the $vma accessor returns an (h + 1) × n^2 matrix, in which the (i +
1)-th row is the vectorized form of Θ_i"
(and this latter \Theta_i is a VMA coeff matrix in the math equation)...
I'm wondering whether "vectorized" means by row or by column. So is
$vma[i+1, ] equal to transp(vec(Theta_i)), or equal to
transp(vec(transp(Theta_i))) ?
Thanks,
sven