wtestlsr: Function wtelslsr gamma and phi

In Qardl: Quantile Autoregressive Distributed Lag Model

Function wtelslsr gamma and phi

Description

Function wtelslsr gamma and phi

Usage

wtestlsr(cof, covar, rca, rsm, data)

Arguments

cof	the estimated short-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)) wsrg=wtestlsr(hyp$bigdam, hyp$bigff, hyp$ca1, hyp$sm1, exampledata) wsrg

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