Keywords
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Function groups
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D
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F
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Library:
multi
See also:
Quantlet:
fgenci
Description:
auxiliary quantlet for cointegration
Usage:
f =fgenci(di,ord)
Input:
di
integer, dimension of time series
ord
integer, order of series
Output:
f
matrix
Author:
C. Hafner, S. Sperlich, W. Haerdle, 19971215 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006