summary.ciTarFit: Summary of Results from Threshold Cointegration Regression

In apt: Asymmetric Price Transmission

Summary of Results from Threshold Cointegration Regression

Description

This summarizes the main results from threshold cointegration regression.

Usage

## S3 method for class 'ciTarFit'
summary(object, digits=3, ...)

Arguments

object	an object of class 'ciTarFit'.
digits	number of digits for rounding outputs.
...	additional arguments to be passed.

Details

This wraps up the outputs from threshold cointegration regression in two data frames, one for diagnostic statistics and the other for coeffients.

Value

A list with two data frames. dia contains the main model specifications and hypothesis test results. out contains the regression results for both the long run (LR) and threshold cointegration (CI).

Author(s)

Changyou Sun ([e-mail])

See Also

ciTarFit.

Examples

# see example at daVich

apt documentation built on Oct. 1, 2024, 5:08 p.m.