Report a set of diagnostic statistics for symmetric or asymmetric error correction models

1 | ```
ecmDiag(m, digits = 2)
``` |

`m` |
an object of class |

`digits` |
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 (cs258@msstate.edu)

Enders, W. 2004. Applied Econometric Time Series. John Wiley & Sons, Inc., New York. 480 P.

`ecmAsyFit`

; `ecmSymFit`

; and `ecmDiag`

.

1 | ```
# see example at daVich
``` |

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