An extension of vars::serial.test() to the class "varshrinkest".
serial.test_sh(x, lags.pt = 16, lags.bg = 5, type = c("PT.asymptotic", "PT.adjusted", "BG", "ES"))
An object of class "varshrinkest" obtained by VARshrink().
Other arguments for vars::serial.test(). see help(serial.test) for details.
serial.test
# NOT RUN { data(Canada, package = "vars") y <- diff(Canada) estim <- VARshrink(y, p = 2, type = "const", method = "ridge") serial.test_sh(estim) # }
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