ARDL: t_bounds_sim – R documentation

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t_bounds_sim

Critical value bounds stochastic simulation for t-bounds test for no cointegration

t_bounds_sim simulates the critical value bounds for the t-bounds test for no cointegration Pesaran et al. (2001).

t_bounds_sim(case, k, alpha, T, R = 40000)

`case`	An integer (1, 3 or 5) specifying whether the 'intercept' and/or the trend' have to participate in the short-run relationship (see section 'Cases' in `bounds_t_test`).
`k`	The number of independent variables.
`alpha`	A numeric vector between 0 and 1 indicating the significance level of the critical value bounds. Multiple values can be used.
`T`	An integer indicating the number of observations.
`R`	An integer indicating how many iterations will be used. Default is 40000.

t_bounds_sim returns a data frame with the critical value bounds for the t-statistic.

Kleanthis Natsiopoulos, klnatsio@gmail.com