3.2) Creating foreign-specific variables
- Adding to output.xls: Descriptive statistics of domestic, foreign-specific and global variables
3.3) Unit root tests
- Testing domestic variables
- Testing foreign-specific variables
- Testing global variables
- Adding to output.xls: Unit root tests
3.4) Building country models
- Writing to countrydata.xls: Data for domestic and foreign variables of each country
- Adding to countrydata.xls: Data for dominant unit model
3.5) Determining the lag orders of each country model
错误使用 beta_inv (line 25)
beta_inv parameter a or b is non-positive
出错 fdis_inv (line 20)
finv = beta_inv(p,a/2,b/2);
出错 Ftest_rsc (line 54)
Fcrit = fdis_inv(0.95,psc,degfrsc);
出错 select_varxlag (line 73)
[degfrsc, Fcrit, Fsc] = Ftest_rsc(dep,xmat,psc);
出错 gvar (line 1219)
[logl_aic_sbc psc_degfrsc_Fcrit_Fsc] =
select_varxlag(maxlag,psc,endog.(cnames{n}),p,exog.(cnames{n}),q);