dynamac_pkg_bounds_test | R Documentation |
This is an Abridged version of Jordan and Philips (2020). Please, see the dynamac package for the full documentation and due reference be given to the authors of dynamac - Jordan and Philips (2020).
dynamac_pkg_bounds_test(obs, fstat, tstat = NULL, case, k)
obs |
Number of observations |
fstat |
F-statistics |
tstat |
't-statistic of the lagged dependent variable' |
case |
case I to IV |
k |
'number of regressors appearing in levels in the estimated model, not including the lagged dependent variable' |
Fstat |
The bounds F statistic, lower and upper bounds |
tstat |
The bounds t statistic, lower and upper bounds |
Jordan S, Philips A (2020). _dynamac: Dynamic Simulation and Testing for Single-Equation ARDL Models_. R package version 0.1.11 <https://CRAN.R-project.org/package=dynamac>
pssbounds
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