vcov_custom {ARDL} | R Documentation |
vcov_custom
creates the Variance-Covariance matrix of a regression. It
is used instead of the vcov
because the latter doesn't
work with .lm.fit
.
vcov_custom(indep_vars, model_res)
indep_vars |
A matrix representing the independent variables. |
model_res |
A numeric vector representing the regression's residuals. |
vcov_custom
returns a Variance-Covariance matrix.
Kleanthis Natsiopoulos, klnatsio@gmail.com
f_test_custom
f_bounds_sim
t_bounds_sim