Report a set of diagnostic statistics for symmetric or asymmetric error correction models
ecmDiag(m, digits = 2)
an object of class
number of digits used in rounding outputs.
Compute several diagnostic statistics for each ECM equation. This is mainly used to assess the serial correlation in the residuals and model adequacy.
Return a data frame object with the following components by equation: R-squared, Adjusted R-squared, F-statistic, Durbin Watson statistic, p-value for DW statistic, AIC, BIC, and p-value of Ljung_Box Q statistics with 4, 8, 12 autocorrelation coefficients.
Changyou Sun (email@example.com)
Enders, W. 2004. Applied Econometric Time Series. John Wiley & Sons, Inc., New York. 480 P.
# see example at daVich