Linear combination matrix columns
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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).
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Thorsten
2015-9-22
0 个投票
This can be solved similar to your other question http://www.mathworks.com/matlabcentral/answers/244426-linear-combination-matrix-columns
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