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: addfnci modelci

Quantlet: yzci
Description: auxiliary quantlet for cointegration

Usage: yz = yzci(dy,yy,ord,b,e,di)
Input:
dy matrix, differenced time series
yy matrix
ord integer, order of series
b integer, dimension of time series
e vector
di vector, dimension of time series
Output:
yz matrix




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