hyptest: hyptest function

In Qardl: Quantile Autoregressive Distributed Lag Model

hyptest function

Description

hyptest function

Usage

hyptest(formula, data, maxlag = 7, tau = NULL)

Arguments

formula	y~z1+z2
data	the dataframe
maxlag	maximum lag number
tau	the quantile(s) to be estimated, this is generally a number strictly between 0 and 1

Value

the short-run phi and gamma wald test and the long-run beata wald test

Examples

# Quantile ARDL regression
# load data
data(exampledata)
# Fit the model
hyp=hyptest(y~z1+z2,exampledata,maxlag=7, tau=c(0.2,0.5,0.75))
summary(hyp)

Qardl documentation built on Jan. 7, 2023, 1:24 a.m.