Cholesky Ordering

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eviewbeginner
Posts: 3
Joined: Wed Apr 04, 2012 7:57 am

Cholesky Ordering

Postby eviewbeginner » Wed Apr 04, 2012 10:25 am

Hi,

It's a fairly standard question but pls let me know the correct answer asap.

In the Cholesky ordering box (for impulse response), is it true that the first variable that I put into the box will be the variable that should respond to an impulse the fastest?

Thanks!!

eviewbeginner
Posts: 3
Joined: Wed Apr 04, 2012 7:57 am

Re: Cholesky Ordering

Postby eviewbeginner » Wed Apr 04, 2012 2:49 pm

??? Does anyone know the right answer to this? Many thanks!


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