aiDiag: Diagnostic Statitics for Static or Dynamic AIDS Model
Description
Report a set of diagnostic statistics for static or dynamic AIDS models
Usage
aiDiag(x, digits = 3, ...)
Arguments
x
an object of class aiFit from the function of aiStaFit or aiDynFit.
digits
number of digits used in rounding outputs.
…
additional arguments to be passed.
Value
Return a data frame object with the statistics and p values for the four tests by equation.
Details
Compute several diagnostic statistics for each equation in a AIDS model. Tests includes are BG, BP, RESET, and JB. See the reference paper for detail.
References
Wan, Y., C. Sun, and D.L. Grebner. 2010. Analysis of import demand for wooden beds in the United States. Journal of Agricultural and Applied Economics 42(4):643-658.