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: dgenci
Description: auxiliary quantlet for cointegration

Usage: d = dgenci(dy,yp,ord,c,b,e,di)
Input:
dy matrix, differenced time series
yp matrix, submatrix of time series
ord integer, order of series
c matrix
b vector
e vector
di integer, dimension of time series
Output:
d 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