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