f_bounds_sim
simulates the critical value bounds for the Wald
bounds-test for no cointegration Pesaran et al. (2001) expressed both
as F-statistics and as Chisq-statistics.
f_bounds_sim(case, k, alpha, T, R = 40000)
An integer from 1-5 specifying whether the 'intercept' and/or the
trend' have to participate in the long-run/cointegrating
relationship/equation (see section 'Cases' in bounds_f_test
).
The number of independent variables.
A numeric vector between 0 and 1 indicating the significance level of the critical value bounds. Multiple values can be used.
An integer indicating the number of observations.
An integer indicating how many iterations will be used. Default is 40000.
f_bounds_sim
returns a list containing two data frames. One
with the critical value bounds for the F-statistic and one with the
critical value bounds for the Chisq-statistic.