wtestlr: Function wtelslr beta
In Qardl: Quantile Autoregressive Distributed Lag Model
wtestlr R Documentation
Function wtelslr beta
Description
Function wtelslr beta
Usage
wtestlr(cof, covar, rca, rsm, data)
Arguments
cof
the estimated long-run parameter by qardl
covar
estimated covariance matrix
rca
R matrix in the null hypothesis
rsm
r matrix in the null hypothesis
data
the same data set used for qardl
#'data(exampledata)
hyp=hyptest(y~z1+z2,exampledata,maxlag=7,tau=c(0.25,0.5,0.75))
wlr=wtestlr(hyp$bigbt,hyp$lrvcov3, hyp$ca1,hyp$sm1,exampledata)
wlr
Qardl documentation built on Jan. 7, 2023, 1:24 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| wtestlr | R Documentation |
Function wtelslr beta
Description
Function wtelslr beta
Usage
wtestlr(cof, covar, rca, rsm, data)
Arguments
cof |
the estimated long-run parameter by qardl |
covar |
estimated covariance matrix |
rca |
R matrix in the null hypothesis |
rsm |
r matrix in the null hypothesis |
data |
the same data set used for qardl #'data(exampledata) hyp=hyptest(y~z1+z2,exampledata,maxlag=7,tau=c(0.25,0.5,0.75)) wlr=wtestlr(hyp$bigbt,hyp$lrvcov3, hyp$ca1,hyp$sm1,exampledata) wlr |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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.