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

Macro: fgenci
Description: auxiliary macro for cointegration

Usage: covci =fgenci(f,covu,om,c,di,ord,rk)
Input:
di integer, dimension of time series
ord integer, order of series
Output:
f matrix

Library: multi

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