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 |