coint: Long and Short-Run coefficients

Description Usage Arguments Details Value See Also Examples

Description

Present LR and SR coefficients of an ardl (Auto Regressive Distributed Lag) object

Usage

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coint(obj, type = "txt", file = NULL, caption = NULL)

Arguments

obj

An object of class ardl.

type

(optional) Select results format that can be c("txt","tex"). Defaults to "tex".

file

(optional) Filename to save results. Defaults to NULL.

caption

(optional) Caption (title) of the table. Defaults to NULL.

Details

Uses delta method to calculate standard-errors of the Long Run (LR) coefficients.

Value

Character strings.

See Also

bounds.test

Examples

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data("br_month")
phillips <- ardl( cpi~prod+ner|d_lula, data=br_month, ylag=2, xlag=c(1,2), case=5 )
coint( phillips )
coint( phillips, type="txt", file="phillips.txt" )
coint( phillips, type="tex", file="phillips.tex" )

fcbarbi/ardl documentation built on May 16, 2019, 12:05 p.m.