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 |