| Library: | multi |
| See also: | zzgenci |
| Quantlet: | zgenci | |
| Description: | auxiliary quantlet for cointegration |
| Usage: | z=zgenci(dy,ord,b,e,di) | |
| Input: | ||
| dy | matrix, differenced time series | |
| ord | integer, order of series | |
| b | matrix | |
| e | vector | |
| di | integer, dimension of time series | |
| Output: | ||
| z | matrix | |