Description Usage Arguments Details Value References See Also Examples
Calculates the Pesaran, Shin and Smith (2001) statistics and list the critical values.
1 | bounds.test(obj)
|
obj |
An ardl object to be tested. |
Presents the bounds test for I(0) or I(1) regressors with critical values from PSS (2001). #TODO: include critical values from Narayan (2005) paper for small samples.
An object of class ardl
.
Pesaran, M.H. and Shin, Yongcheol and Smith, Richard (2001) Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics.
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