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Report a set of diagnostic statistics for symmetric or asymmetric error correction models
ecmDiag(m, digits = 2)Return a data frame object with the following components by equation: R-squared, Adjusted R-squared, F-statistic, Durbin Watson statistic, p-value for DW statistic, AIC, BIC, and p-value of Ljung_Box Q statistics with 4, 8, 12 autocorrelation coefficients.
an object of class ecm from the function of ecmAsyFit or ecmSymFit.
number of digits used in rounding outputs.
Changyou Sun (edwinsun258@gmail.com)
Compute several diagnostic statistics for each ECM equation. This is mainly used to assess the serial correlation in the residuals and model adequacy.
Enders, W. 2004. Applied Econometric Time Series. John Wiley & Sons, Inc., New York. 480 P.
ecmAsyFit; ecmSymFit; and ecmDiag.