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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.

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.

Value

Return a data frame object with the statistics and p values for the four tests by equation.

Author(s)

Changyou Sun (cs258@.msstate.edu)

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.

See Also

Examples

# see the examples for 'aiDynFit'.
erer

Empirical Research in Economics with R

v3.0
GPL (>= 2)
Authors
Changyou Sun <cs258@msstate.edu>
Initial release
2020-04-30

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