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: modelci
Description: general analysis for cointegration

Usage: modelci(typ, ytt, header, outp,y)
typ 1,2 or 3, giving the type of model: 1=Full, 2=Subset, 3=Reduced Rank
ytt k x n matrix, the transformed (and transposed) time series
header list of 7 objects: natlog,diff,origyear, periodicity,origperiod,name,exclude
outp integer, (1=output to file, 0 = no output)
y k x n matrix, the original time series

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