summary.ciTarFit {apt} | R Documentation |
Summary of Results from Threshold Cointegration Regression
Description
This summarizes the main results from threshold cointegration regression.
Usage
## 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.
Value
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
Examples
# see example at daVich
[Package apt version 4.0 Index]