summary.ciTarFit function

Summary of Results from Threshold Cointegration Regression

Summary of Results from Threshold Cointegration Regression

This summarizes the main results from threshold cointegration regression.

## S3 method for class 'ciTarFit' summary(object, digits=3, ...)

Arguments

  • object: an object of class 'ciTarFit'.
  • digits: number of digits for rounding outputs.
  • ...: additional arguments to be passed.

Details

This wraps up the outputs from threshold cointegration regression in two data frames, one for diagnostic statistics and the other for coeffients.

Returns

A list with two data frames. dia contains the main model specifications and hypothesis test results. out contains the regression results for both the long run (LR) and threshold cointegration (CI).

Author(s)

Changyou Sun (edwinsun258@gmail.com )

See Also

ciTarFit.

Examples

# see example at daVich
  • Maintainer: Changyou Sun
  • License: GPL (>= 2)
  • Last published: 2024-10-01

Useful links