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: addfnci modelci

Macro: yzci
Description: auxiliary quantlet for cointegration

Usage: yz = yzci(dy,yy,ord,b,e,di)
Input:
dy matrix, differenced time series
yy matrix
ord integer, order of series
b integer, dimension of time series
e vector
di vector, dimension of time series
Output:
yz matrix

Library: multi
See also: addfnci 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