delta: Calculate the delta coefficient
In kvasilopoulos/ivx: Robust Econometric Inference
Description
Usage
Arguments
Value
Examples
Description
Computes the long-run correlation coefficient between the residuals of the
predictive regression and the autoregressive model for the regressor.
Usage
1
delta(object)
Arguments
object
on object of class "ivx"
Value
A vector of the estimated correlation coefficients. This should have
row and column names corresponding to the parameter names given by the coef method.
Examples
1
2
3
kvasilopoulos/ivx documentation built on May 11, 2021, 9:33 p.m.
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Description Usage Arguments Value Examples
Description
Computes the long-run correlation coefficient between the residuals of the predictive regression and the autoregressive model for the regressor.
Usage
1 | delta(object)
|
Arguments
object |
on object of class "ivx" |
Value
A vector of the estimated correlation coefficients. This should have row and column names corresponding to the parameter names given by the coef method.
Examples
1 2 3 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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