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 |