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]