gecm.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 a GECM model

Description

Do consistent dummy checks for functions (GDTE/GDRF) that use a GECM model

Usage

gecm.dummy.checks(
  x.vrbl,
  y.vrbl,
  x.d.vrbl,
  y.d.vrbl,
  x.vrbl.d.x,
  y.vrbl.d.y,
  x.d.vrbl.d.x,
  y.d.vrbl.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 of lower order of integration (typically levels, 0) in a GECM model
y.vrbl	a named vector of the y variables and corresponding lag orders of lower order of integration (typically levels, 0) in a GECM model
x.d.vrbl	a named vector of the x variables and corresponding lag orders of higher order of integration (typically first differences, 1) in a GECM model
y.d.vrbl	a named vector of the y variables and corresponding lag orders of higher order of integration (typically first differences, 1) in a GECM model
x.vrbl.d.x	the order of differencing of the x variable of lower order of integration (typically levels, 0) in a GECM model
y.vrbl.d.y	the order of differencing of the y variable of lower order of integration (typically levels, 0) in a GECM model
x.d.vrbl.d.x	the order of differencing of the x variable of higher order of integration (typically first differences, 1) in a GECM model
y.d.vrbl.d.y	the order of differencing of the y variable of higher order of integration (typically first differences, 1) in a GECM 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 GECM 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.