boot_ardl_c: Code to generate data having a VECM-ARDL structure

In bootCT: Bootstrapping the ARDL Tests for Cointegration

Code to generate data having a VECM-ARDL structure

Description

Code to generate data having a VECM-ARDL structure

Arguments

r_in	input residuals
GAMMAX	short run parameter matrices column bound, first row in conditional form
A	long-run parameter matrix, first row in conditional form
start_z	data matrix of starting point
omegat	parameter vector of the unlagged differences
interc	vecm intercept, first element in conditional form
trend	vecm trend, first element in conditional form

Value

A list containing the generated dataset

bootCT documentation built on Sept. 27, 2022, 5:05 p.m.