Description Usage Arguments Details Value
S3 summary method for objects of the class "dyntermstrc_param"
.
1 2 |
object |
object of the class |
type |
use |
lags |
number of lags for unit root test function
|
selectlags |
leg selection flag for function |
... |
further arguments |
The function calculates from an object of the class
"dyntermstrc_param"
the augmented Dickey Fuller test for
the levels and first differences for each of the estimated
term structure parameters. Additionally, the correlation of the
parameter levels and differences are calculated.
an object with the class "summary.dyntermstrc_param"
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