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
Quantlet:
fgenci
Description:
auxiliary quantlet for cointegration
Usage:
f =fgenci(di,ord)
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, 21.9.2000