aiDiag function

Diagnostic Statitics for Static or Dynamic AIDS Model

Report a set of diagnostic statistics for static or dynamic AIDS models

aiDiag(x, digits = 3, ...)

Arguments

• x: an object of class aiFit from the function of aiStaFit or aiDynFit.
• digits: number of digits used in rounding outputs.
• ...: additional arguments to be passed.

Details

Compute several diagnostic statistics for each equation in a AIDS model. Tests includes are BG, BP, RESET, and JB. See the reference paper for detail.

Returns

Return a data frame object with the statistics and p values for the four tests by equation.

References

Wan, Y., C. Sun, and D.L. Grebner. 2010. Analysis of import demand for wooden beds in the United States. Journal of Agricultural and Applied Economics 42(4):643-658.

Author(s)

Changyou Sun (edwinsun258@gmail.com )

See Also

aiStaFit; aiDynFit.

Examples

# see the examples for 'aiDynFit'.