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