summary.ciTarFit: Summary of Results from Threshold Cointegration Regression
Description
This summarizes the main results from threshold cointegration regression.
Usage
# S3 method for ciTarFit
summary(object, digits=3, ...)
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).
Arguments
- object
an object of class 'ciTarFit'.
- digits
number of digits for rounding outputs.
- ...
additional arguments to be passed.
Details
This wraps up the outputs from threshold cointegration regression in two data frames, one for diagnostic statistics and the other for coeffients.