Description Usage Arguments Value Examples
This function returns the given suite of tests on for the given VAR model. For each test, the result is the minimum p-level of all the assumptions and p-levels checked within the test. In other words, the result of a test is the p-level that should be used as a threshold below which outcomes are considered statistically significant (e.g., a result of 0.06 is better than a result of 0.03). The run_tests
function returns a vector of results, one for each test, in the order corresponding to the test_names
argument.
1 | run_tests(varest, test_names)
|
varest |
A |
test_names |
A vector of names of tests given as character strings. Supported tests are specified in the |
This function returns a vector of p-levels.
1 2 3 4 5 |
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