+static double
+innovations_convolve (double **theta, struct innovations_estimate *est,
+ int i, int j)
+{
+ int k;
+ double result = 0.0;
+
+ for (k = 0; k < i; k++)
+ {
+ result += theta[i][i-k] * theta[j][i-j] * est->cov[k];
+ }
+ return result;
+}
+static void
+get_coef (size_t n_vars, const struct casefile *cf,
+ struct innovations_estimate **est, size_t max_lag)
+{
+ int j;
+ int i;
+ int k;
+ size_t n;
+ double v;
+ double **theta;
+
+ for (n = 0; n < n_vars; n++)
+ {
+ for (i = 0; i < max_lag; i++)
+ {
+ v = est[n]->cov[i];
+ for (j = 0; j < i; j++)
+ {
+ k = i - j;
+ theta[i][k] = est[n]->cov[k] -
+ innovations_convolve (theta, est, i, j);
+ }
+ }
+ }
+}