aiDiag | R Documentation |
Report a set of diagnostic statistics for static or dynamic AIDS models
aiDiag(x, digits = 3, ...)
x |
an object of class |
digits |
number of digits used in rounding outputs. |
... |
additional arguments to be passed. |
Compute several diagnostic statistics for each equation in a AIDS model. Tests includes are BG, BP, RESET, and JB. See the reference paper for detail.
Return a data frame object with the statistics and p values for the four tests by equation.
Changyou Sun (edwinsun258@gmail.com)
Wan, Y., C. Sun, and D.L. Grebner. 2010. Analysis of import demand for wooden beds in the United States. Journal of Agricultural and Applied Economics 42(4):643-658.
aiStaFit
; aiDynFit
.
# see the examples for 'aiDynFit'.
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