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: domulti

Macro: addfnci
Description: auxiliary macro for cointegration

Usage: y = addfnci(ff,ord,dy,di,b,e,a)
Input:
ff function
ord integer, order of series
dy matrix, differenced time series
di integer, dimension of time series
e vector,
a vector,
Output:
y matrix

Library: multi
See also: domulti

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