summary.ciTarFit: Summary of Results from Threshold Cointegration Regression
Description
This summarizes the main results from threshold cointegration regression.
Usage
## S3 method for class 'ciTarFit':
summary(object, digits=3, \dots)
Arguments
object
an object of class 'ciTarFit'.
digits
number of digits for rounding outputs.
...
additional arguments to be passed.
Value
A list with two data frames. dia contains the main model specifications and hypothesis test results. out contains the regression results for both the long run (LR) and threshold cointegration (CI).
Details
This wraps up the outputs from threshold cointegration regression in two data frames, one for diagnostic statistics and the other for coeffients.