estimMdl {MSTest} | R Documentation |
Estimate model for likelihood ratio test
Description
This function is used by the Monte Carlo testing procedures to estimate restricted and unrestricted models.
Usage
estimMdl(Y, p, q, k, Z = NULL, control = list())
Arguments
Y |
Series to be tested. Must be a ( |
p |
integer specifying the number of autoregressive lags. |
q |
integer specifying the number of series. |
k |
integer specifying the number of regimes. |
Z |
exogeneous regressors. Defualt is NULL. |
control |
List with control options for model estimation. For default values, see description of model being estimated. |
Value
List with estimated model properties.
[Package MSTest version 0.1.5 Index]