Library: | multi |
See also: | modelci |
Macro: | sijci | |
Description: | auxiliary macro 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 |