UECM formula specification builder
It creates the UECM (Unrestricted Error Correction Model) specification according to the given "formula" and the corresponding "order" of the underlying ARDL.
build_uecm_formula(parsed_formula, order)
parsed_formula |
A list containing the formula parts as returned from
|
order |
A numeric vector with the underlying ARDL order as returned from
|
build_uecm_formula
returns a list containing the full formula
and the independent and dependent parts of the formula separated. The full
formula is ready to be used as input in the dynlm
function.
Kleanthis Natsiopoulos, klnatsio@gmail.com
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