| Library: | multi |
| See also: | modelci |
| Quantlet: | dgenci | |
| Description: | auxiliary quantlet for cointegration |
| Usage: | d = dgenci(dy,yp,ord,c,b,e,di) | |
| Input: | ||
| dy | matrix, differenced time series | |
| yp | matrix, submatrix of time series | |
| ord | integer, order of series | |
| c | matrix | |
| b | vector | |
| e | vector | |
| di | integer, dimension of time series | |
| Output: | ||
| d | matrix | |