Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: multi
See also: modelci

Macro: sijci
Description: auxiliary quantlet for cointegration

Usage: o=sijci(yp,dy,ord,b,e,t,di,i,j)
Input:
yp matrix, submatrix of time series
dy matrix, differenced time series
ord integer, order of series
b matrix
e vector
t vector, number of observations
di integer, dimension of time series
i integer
j integer
Output:
o matrix

Library: multi
See also: modelci

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Christian Hafner, Stefan Sperlich 971215
(C) MD*TECH Method and Data Technologies, 17.8.2000