Cholesky Ordering
Posted: 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!!
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!!