 Usage:  {ev,ew} = evci(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:



  ev                     matrix, eigenvectors 

                         

  ew                     matrix, eigenvalues 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

