f_test_custom

A numeric vector or a matrix with one column representing the
dependent variable.

dep_var

A matrix representing the independent variables.

indep_vars

A numeric vector representing the regression's residuals.

model_res

A logical indicating whether the constant term should be
restricted too.

const

<code>f_test_custom</code> performs an overall significance F-test on a regression.
It is used along with <code><a rd-options="stats" href="/link/.lm.fit?package=ARDL&version=0.1.0&to=stats" data-mini-rdoc="stats::.lm.fit">.lm.fit</a></code> to get the F-statistic as
this is about 10 times faster than extracting it from a regression using
<code><a rd-options="stats" href="/link/lm?package=ARDL&version=0.1.0&to=stats" data-mini-rdoc="stats::lm">lm</a></code>.

internal

Creates complex autoregressive distributed lag (ARDL) models
providing just the order and automatically constructs the underlying
unrestricted and restricted error correction model (ECM). It also performs
the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating
equation.

Kleanthis Natsiopoulos

ARDL

ARDL, ECM and Bounds-Test for Cointegration

Nickolaos Tzeremes

University of Thessaly, Department of Economics 

f_test_custom function

<code>f_test_custom</code> performs an overall significance F-test on a regression.
It is used along with <code><a rd-options='stats' href='.lm.fit'>.lm.fit</a></code> to get the F-statistic as
this is about 10 times faster than extracting it from a regression using
<code><a rd-options='stats' href='lm'>lm</a></code>.

f_test_custom: F-test of regression's overall significance

Description

Usage

Arguments

Value

See Also