strip_formula_H0

Removes the variables imposed under the null from an ARDL formula object

internal

The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - <doi:10.1016/j.econmod.2018.11.001>). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.

Gianmarco Vacca

bootCT

Bootstrapping the ARDL Tests for Cointegration

strip_formula_H0 function

<dl><dt>formula.ardl</dt>
<dd>the ARDL formula object</dd>
<dt>H0</dt>
<dd>the null hypothesis to be tested</dd>
<dt>case</dt>
<dd>ARDL model case for the treatment of intercept and trend</dd>
<dt>d</dt>
<dd>number of variables</dd></dl>

Arguments

Removes the variables imposed under the null from an ARDL formula object — strip_formula_H0

<dl>

<dt>formula.ardl</dt>
<dd>the ARDL formula object</dd>


<dt>H0</dt>
<dd>the null hypothesis to be tested</dd>


<dt>case</dt>
<dd>ARDL model case for the treatment of intercept and trend</dd>


<dt>d</dt>
<dd>number of variables</dd>

</dl>

strip_formula_H0: Removes the variables imposed under the null from an ARDL formula object

Description

Usage

Arguments