summary.VARmdl

This is a method for the function <code><a href="/link/summary()?package=MSTest&version=0.1.9" data-mini-rdoc="MSTest::summary()">summary()</a></code> for objects of the class <code>VARmdl</code>.

internal

Implementation of hypothesis testing procedures described in Hansen (1992) <doi:10.1002/jae.3950070506>, Carrasco, Hu, & Ploberger (2014) <doi:10.3982/ECTA8609>, Dufour & Luger (2017) <doi:10.1080/07474938.2017.1307548>, and Rodriguez-Rondon & Dufour (2026a) <doi:10.34989/swp-2026-23> that can be used to identify the number of regimes in Markov switching models. For a detailed description of the package, see Rodriguez-Rondon & Dufour (2026b) <doi:10.34989/swp-2026-7>.

Gabriel Rodriguez-Rondon

MSTest

Hypothesis Testing for Markov Switching Models

Jean-Marie Dufour

summary.VARmdl function

<dl><dt>object</dt>
<dd>an object for which a summary is desired.</dd>
<dt>digits</dt>
<dd>Integer determining the number of significant digits to print.</dd>
<dt>...</dt>
<dd>additional arguments affecting the summary produced.</dd></dl>

Arguments

This is a method for the function <code><a href='https://rdrr.io/r/base/summary.html'>summary()</a></code> for objects of the class <code>VARmdl</code>.

Summary of an VARmdl object — summary.VARmdl

<dl>

<dt>object</dt>
<dd>an object for which a summary is desired.</dd>


<dt>digits</dt>
<dd>Integer determining the number of significant digits to print.</dd>


<dt>...</dt>
<dd>additional arguments affecting the summary produced.</dd>

</dl>

summary.VARmdl: Summary of an `VARmdl` object

Description

Usage

Value

Arguments