| Library: | multi |
| See also: | domulti |
| Quantlet: | modelci | |
| Description: | general analysis for cointegration |
| Usage: | modelci(typ, ytt, header, outp,y) | |
| Input: | ||
| 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 | |