adl.dummy.checks: Do consistent dummy checks for functions (GDTE/GDRF) that use...

In tseffects: Dynamic Inferences from Time Series (with Interactions)

Do consistent dummy checks for functions (GDTE/GDRF) that use an ADL model

Description

Do consistent dummy checks for functions (GDTE/GDRF) that use an ADL model

Usage

adl.dummy.checks(
  x.vrbl,
  y.vrbl,
  d.x,
  d.y,
  inferences.x,
  inferences.y,
  the.coef,
  se.type,
  type = NULL
)

Arguments

x.vrbl	a named vector of the x variables and corresponding lag orders in an ADL model
y.vrbl	a named vector of the y variables and corresponding lag orders in an ADL model
d.x	the order of differencing of the x variable in the ADL model
d.y	the order of differencing of the y variable in the ADL model
inferences.x	is the independent variable treated in levels or in differences?
inferences.y	are the inferences for the dependent variable expected in levels or in differences?
the.coef	the coefficient vector from the estimated ADL model
se.type	the type of standard error calculated
type	whether the effects are estimated in the context of a GDTE/GDRF

Author(s)

Soren Jordan, Garrett N. Vande Kamp, and Reshi Rajan

tseffects documentation built on Feb. 5, 2026, 5:09 p.m.