Linear combination matrix columns

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fede
fede on 22 Sep 2015
Edited: Matt J on 22 Sep 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).

Answers (1)

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

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