tseffects (version 0.2.1)

adl.dummy.checks: Do consistent dummy checks for functions (GDTE/GDRF) that use an ADL model

Description

Do consistent dummy checks for functions (GDTE/GDRF) that use an ADL model

Usage

adl.dummy.checks(
  x.vrbl,
  y.vrbl,
  d.x,
  d.y,
  inferences.x,
  inferences.y,
  the.coef,
  se.type,
  type = NULL
)

Arguments

x.vrbl

a named vector of the x variables and corresponding lag orders in an ADL model

y.vrbl

a named vector of the y variables and corresponding lag orders in an ADL model

d.x

the order of differencing of the x variable in the ADL model

d.y

the order of differencing of the y variable in the ADL model

inferences.x

is the independent variable treated in levels or in differences?

inferences.y

are the inferences for the dependent variable expected in levels or in differences?

the.coef

the coefficient vector from the estimated ADL model

se.type

the type of standard error calculated

type

whether the effects are estimated in the context of a GDTE/GDRF

Author

Soren Jordan, Garrett N. Vande Kamp, and Reshi Rajan