Linear combination matrix columns

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fede 2015-9-22

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编辑： Matt J 2015-9-22

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

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https://ww2.mathworks.cn/matlabcentral/answers/244454-linear-combination-matrix-columns#answer_193309

This can be solved similar to your other question http://www.mathworks.com/matlabcentral/answers/244426-linear-combination-matrix-columns

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fede 2015-9-22

In this question I'm asking to calculate the cointegration test and not the covariance

Thorsten 2015-9-22

编辑：Thorsten 2015-9-22

Is that what you're looking for? http://de.mathworks.com/help/econ/jcitest.html

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Computational Finance Econometrics Toolbox Multivariate Models Cointegration Analysis

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