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