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: domulti

Quantlet: addfnci
Description: auxiliary quantlet for cointegration

Usage: y = addfnci(ff,ord,dy,di,b,e,a)
Input:
ff function
ord integer, order of series
dy matrix, differenced time series
di integer, dimension of time series
e vector
a vector
Output:
y matrix




Author: C. Hafner, S. Sperlich, W. Haerdle, 19971215 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006