Description Usage Arguments Value Examples
It presents results from the estimate.functional
estimation as summary does
for the lm
or gmm
class objects for example.
It also computes the test of overidentifying restrictions.
1 2 |
object |
An object of class |
... |
Other arguments when summary is applied to another class object |
It returns a list with the parameter estimates and their standard deviations, t-stat and p-values. It also returns the J-test and p-value for the null hypothesis that the forecast is generated by the postulated functional with an information set that contains the instruments.
1 2 3 4 5 6 7 | # estimate.functional generates a pointfore object...
res <- estimate.functional(Y=GDP$observation, X=GDP$forecast,
model=constant,
instruments="const")
# ...which can be summarized with the \code{summary} function.
summary(res)
|
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