Qardl (version 0.1.1)

hyptest: hyptest function

Description

hyptest function

Usage

hyptest(formula, data, maxlag = 7, tau = NULL)

Value

the short-run phi and gamma wald test and the long-run beata wald test

Arguments

formula

y~z1+z2

data

the dataframe

maxlag

maximum lag number

tau

the quantile(s) to be estimated, this is generally a number strictly between 0 and 1

Examples

# Quantile ARDL regression
# load data
data(exampledata)
# Fit the model
hyp=hyptest(y~z1+z2,exampledata,maxlag=7, tau=c(0.2,0.5,0.75))
summary(hyp)