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).