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: rici
Description: auxiliary macro for cointegration

Usage: ri=rici(y,dy,ord,b,e,di)
Input:
y matrix, submatrix of time series
dy matrix, differenced time series
ord integer, order of series
b matrix,
e vector,
di integer, dimension of time series
Output:
ri 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, 28.6.1999