Description Usage Arguments Examples
Dynamic threshold panel function
1 2 |
f |
the formula |
data |
the dataframe |
index |
c=("id","time") |
maxlags |
the instruments maximum lags number |
initnum |
column number of the initial variable |
conf |
the confidential interval |
conf1 |
the confidential interval |
conf2 |
the confidential interval |
graph |
TRUE to show the threshold plot |
1 2 3 4 5 6 7 8 9 10 | ############################################
# Fit the dynamic threshold panel data
############################################
# Load data
data(Mena)
############################################
# Estimate the model
############################################
reg<-dtp(GDPPC ~ FDI+OPEN|INF|INF,Mena,index=c("pays","ann"),4,2,0.95,0.8,1,graph = TRUE)
summary(reg)
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