ARDL (version 0.1.0)

vcov_custom: Variance-Covariance matrix of a regression

Description

vcov_custom creates the Variance-Covariance matrix of a regression. It is used instead of the vcov because the latter doesn't work with .lm.fit.

Usage

vcov_custom(indep_vars, model_res)

Arguments

indep_vars

A matrix representing the independent variables.

model_res

A numeric vector representing the regression's residuals.

Value

vcov_custom returns a Variance-Covariance matrix.

See Also

f_test_custom f_bounds_sim t_bounds_sim