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:
fnrici
Quantlet:
fnyzci
Description:
auxiliary quantlet for cointegration
Usage:
k=fnyzci(x,z,i,j,zz,d)
Input:
x
matrix
z
matrix
i
integer
j
integer
zz
matrix
d
integer
Output:
k
matrix
Author:
C. Hafner, S. Sperlich, W. Haerdle, 19971215 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006