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Linear combination matrix columns

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fede
fede el 22 de Sept. de 2015
Editada: Matt J el 22 de Sept. de 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).

Respuestas (1)

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

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