Azzera filtri
Azzera filtri

Linear combination matrix columns

12 visualizzazioni (ultimi 30 giorni)
fede
fede il 22 Set 2015
Modificato: Matt J il 22 Set 2015
If I have the following matrix
1 5 6
2 7 6
3 2 2
with c1 c2 and c3 the columns I want obtain the following linear combinations c1 c2, c2 c3, c1 c3, and for each couple calculate the cointegration test (command on matlab : adf).

Risposte (1)

Thorsten
Thorsten il 22 Set 2015
  2 Commenti
fede
fede il 22 Set 2015
In this question I'm asking to calculate the cointegration test and not the covariance
Thorsten
Thorsten il 22 Set 2015
Modificato: Thorsten il 22 Set 2015
Is that what you're looking for? http://de.mathworks.com/help/econ/jcitest.html

Accedi per commentare.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by