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Question
Augmented Dickey-Fuller test fails to reject the null hypothesis but Johansen Cointegration test rejects all cointegration ranks less than the numDims
I have three time series vectors and I want to test how many cointegration relations do they have. For each series, I first test...
8 years ago | 0 answers | 0
0
answersHow can I find a matrix which is orthogonal to another matrix?
Dear all, I found the solution. It's called "orthogonal complement". The code here should be null(alpha','r') Thank ...
8 years ago | 0
| accepted
Question
How can I find a matrix which is orthogonal to another matrix?
I have a matrix A, and want to find the matrix B which is orthogonal to A. How can I do it in Matlab? e.g. A=[1,2;2,3;3,4]...
8 years ago | 3 answers | 0
