Description Usage Arguments Details Author(s) References See Also Examples
summary.vecm
plots summary statistics for objects of class vecm
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object |
object of class |
... |
summary.vecm
will provide an overview of the coefficients, standard errors etc. of an vecm
-object
Martin Summer, Klaus Rheinberger, Rainer Puhr, Michael Sigmund
Soeren Johansen. Likelihood-Based Inference in Cointegrated Vector Auto-Regressive Models. Advanced Texts in Econometrics. Oxford University Press, 1995.
Helmut Luetkepohl, Markus Kraetzig. Applied Time Series Econometrics. Cambridge University Press, 2004.
Helmut Luetkepohl. New Introduction to Multiple Time Series Analysis. Springer, 2005.
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