| Library: | multi |
| See also: | addfnci modelci |
| Macro: | yzci | |
| Description: | auxiliary macro 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 |