| Library: | multi |
| See also: | modelci |
| Macro: | lgenci | |
| Description: | auxiliary macro for cointegration |
| Usage: | l = lgenci(y,dy,ord,b,e,t,di) | |
| Input: | ||
| y | matrix, time series | |
| dy | matrix, differenced time series | |
| ord | integer, order of series | |
| b | vector, | |
| e | vector, | |
| t | vector, number of observations | |
| di | integer, dimension of time series | |
| Output: | ||
| l | matrix, | |
| Library: | multi |
| See also: | modelci |