MATLAB: JCI Test Requiring More Than 12 Columns as Observation Input

dimensionalityEconometrics Toolboxjcitestreduction

The customer is using "jcitest" from the Econometrics Toolbox but has input of more than 12 variables. How can there be a workaround to this limitation?

Best Answer

  • As of MATLAB R2016b, the maximum number of variables accepted as input by "jcitest" is 12.  If you have more than 12 variables, dimensionality reduction is needed.  MATLAB does offer dimensionality reduction features from the Statistics and Machine Learning toolbox.  Full documentation of dimensionality reduction in MATLAB is provided below: