t_bounds_sim

An integer (1, 3 or 5) specifying whether the 'intercept' and/or
the trend' have to participate in the short-run relationship (see section
'Cases' in <code><a rd-options="" href="/link/bounds_t_test?package=ARDL&version=0.1.0" data-mini-rdoc="ARDL::bounds_t_test">bounds_t_test</a></code>).

case

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.

alpha

An integer indicating the number of observations.

An integer indicating how many iterations will be used. Default is
40000.

<code>t_bounds_sim</code> simulates the critical value bounds for the t-bounds test
for no cointegration <cite>Pesaran et al. (2001)</cite>.

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 

t_bounds_sim function

An integer (1, 3 or 5) specifying whether the 'intercept' and/or
the trend' have to participate in the short-run relationship (see section
'Cases' in <code><a rd-options='' href='bounds_t_test'>bounds_t_test</a></code>).

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t_bounds_sim: Critical value bounds stochastic simulation for t-bounds test for no cointegration

Description

Usage

Arguments

Value

See Also