var_info: Print summary information and tests for a VAR model...

In roqua/autovar: Automated Vector Autoregression Model Creation

Print summary information and tests for a VAR model estimation

Description

This function prints a summary and the output of the tests for a VAR model. The tests it shows are the Eigenvalue stability condition, the Portmanteau tests, the Jarque-Bera tests, the sk tests, the Granger causality Wald tests, and Stata's estat ic.

Usage

var_info(varest, log_level = 0)

Arguments

varest	an object of class varest
log_level	sets the minimum level of output that should be shown (a number between 0 and 3). A lower level means more verbosity.

Examples

## Not run: 
av_state <- load_file("../data/input/pp1 nieuw compleet.sav",log_level=3)
av_state <- var_main(av_state,c('SomBewegUur','SomPHQ'),criterion='BIC',log_level=3)
# av_state is the result of a call to var_main
var_info(av_state$accepted_models[[1]]$varest)
var_info(av_state$rejected_models[[1]]$varest)

## End(Not run)

roqua/autovar documentation built on Jan. 21, 2023, 7:37 p.m.