Error running EGcitest, even using example.

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Josh
Josh 2014-2-25
评论： Josh 2014-2-25
I am having issues running the egcitest or jcitest, even using the given example.
clear
load Data_Canada
Y = Data(:,3:end);
[h,pValue,stat,cValue] = egcitest(Y,'test',{'t1','t2'})
??? Undefined function or method 'egcitest' for input arguments of type 'cell'.
Y is shown to be a double
>> whos
Name Size Bytes Class Attributes
Data 41x5 1640 double
Dataset 41x5 9004 dataset
Description 34x55 3740 char
Y 41x3 984 double
dates 41x1 328 double
series 1x5 918 cell
In case it is helpful
>> ver
-------------------------------------------------------------------------------------
MATLAB Version 7.12.0.635 (R2011a)
MATLAB License Number: ••••••
Operating System: Microsoft Windows 7 Version 6.1 (Build 7601: Service Pack 1)
Java VM Version: Java 1.6.0_17-b04 with Sun Microsystems Inc. Java HotSpot(TM) 64-Bit Server VM mixed mode
-------------------------------------------------------------------------------------
MATLAB Version 7.12 (R2011a)
Database Toolbox Version 3.9 (R2011a)
Datafeed Toolbox Version 4.1 (R2011a)
Econometrics Toolbox Version 2.0 (R2011a)
Financial Toolbox Version 4.0 (R2011a)
MATLAB Builder JA Version 2.2.2 (R2011a)
MATLAB Compiler Version 4.15 (R2011a)
Optimization Toolbox Version 6.0 (R2011a)
Parallel Computing Toolbox Version 5.1 (R2011a)
Spreadsheet Link EX Version 3.1.3 (R2011a)
Statistics Toolbox Version 7.5 (R2011a)
  1 个评论
Josh
Josh 2014-2-25
>> help egcitest
EGCITEST Engle-Granger cointegration test
Syntax:
[h,pValue,stat,cValue,reg1,reg2] = egcitest(Y)
[h,pValue,stat,cValue,reg1,reg2] = egcitest(Y,param,val,...)
Description:
Engle-Granger tests assess the null hypothesis of no cointegration
among the time series in Y. The test regresses Y(:,1) on Y(:,2:end),
then tests the residuals for a unit root.
.....

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