summary.MVWN_stats | R Documentation |

`summary.MVWN_stats`

is an S3 method for objects of class `MVWN_stats`

that prints a summary of the statistics from `MVWNtest`

to screen.
`MVWNtest`

performs multivariate tests for white noise.
It performs both the Ljung-Box Q-test and the LM-test on individual series
for a sequence of lag lengths.

## S3 method for class 'MVWN_stats' summary(object, ...)

`object` |
An S3 object of type |

`...` |
additional arguments affecting the summary produced. |

The LM test is consistent for heteroskedastic series, the Q-test is not.

`FCVARoptions`

to set default estimation options.
`FCVARestn`

produces the residuals intended for this test.
`LagSelect`

uses this test as part of the lag order selection process.
`summary.MVWN_stats`

is an S3 method for class `MVWN_stats`

that
prints a summary of the output of `MVWNtest`

to screen.

Other FCVAR postestimation functions:
`FCVARboot()`

,
`FCVARhypoTest()`

,
`GetCharPolyRoots()`

,
`MVWNtest()`

,
`plot.FCVAR_roots()`

,
`summary.FCVAR_roots()`

opt <- FCVARoptions() opt$gridSearch <- 0 # Disable grid search in optimization. opt$dbMin <- c(0.01, 0.01) # Set lower bound for d,b. opt$dbMax <- c(2.00, 2.00) # Set upper bound for d,b. opt$constrained <- 0 # Impose restriction dbMax >= d >= b >= dbMin ? 1 <- yes, 0 <- no. x <- votingJNP2014[, c("lib", "ir_can", "un_can")] results <- FCVARestn(x, k = 2, r = 1, opt) MVWNtest_stats <- MVWNtest(x = results$Residuals, maxlag = 12, printResults = 1) summary(object = MVWNtest_stats) set.seed(27) WN <- stats::rnorm(100) RW <- cumsum(stats::rnorm(100)) MVWN_x <- as.matrix(data.frame(WN = WN, RW = RW)) MVWNtest_stats <- MVWNtest(x = MVWN_x, maxlag = 10, printResults = 1) summary(object = MVWNtest_stats)

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.