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: modelci

Quantlet: rici
Description: auxiliary quantlet for cointegration

Usage: ri=rici(y,dy,ord,b,e,di)
Input:
y matrix, submatrix of time series
dy matrix, differenced time series
ord integer, order of series
b matrix
e vector
di integer, dimension of time series
Output:
ri matrix




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