ECM: An Error Correction Model Function

Description Usage Arguments Author(s) Examples

Description

This function transforms your OLS coefficients into error correction coefficients. It also returns a list with the p-values for stargazer/texreg packages.

Usage

1
ECM(formula, serie)

Arguments

formula

A regression formula.

serie

A dataframe or ts object with the series used by the formula provided.

Author(s)

Fernando Teixeira

Examples

1
ECM(y ~ x + z, df)

fernote7/InFeR documentation built on May 16, 2019, 12:49 p.m.