dynamac_pkg_bounds_test {ardl.nardl}

A function in 'dynamac' package to Perform Pesaran, Shin, and Smith (2001) cointegration test

Description

This is an Abridged version of Jordan and Philips (2020). Please, see the dynamac package for the full documentation and due reference be given to the authors of dynamac - Jordan and Philips (2020).

Usage

dynamac_pkg_bounds_test(obs, fstat, tstat = NULL, case, k)

Arguments

obs

Number of observations

fstat

F-statistics

tstat

't-statistic of the lagged dependent variable'

case

case I to IV

k

'number of regressors appearing in levels in the estimated model, not including the lagged dependent variable'

Value

Fstat

The bounds F statistic, lower and upper bounds

tstat

The bounds t statistic, lower and upper bounds

References

Jordan S, Philips A (2020). _dynamac: Dynamic Simulation and Testing for Single-Equation ARDL Models_. R package version 0.1.11 <https://CRAN.R-project.org/package=dynamac>

See Also

pssbounds