boot_ardl_c {bootCT} | R Documentation |
Code to generate data having a VECM-ARDL structure
Description
Code to generate data having a VECM-ARDL structure
Arguments
r_in |
input residuals |
GAMMAX |
short run parameter matrices column bound, first row in conditional form |
A |
long-run parameter matrix, first row in conditional form |
start_z |
data matrix of starting point |
omegat |
parameter vector of the unlagged differences |
interc |
vecm intercept, first element in conditional form |
trend |
vecm trend, first element in conditional form |
Value
A list containing the generated dataset
[Package bootCT version 2.1.0 Index]