check_input_simfun {Largevars}R Documentation

Input checker for simfun function

Description

This is an internal function that checks the validity of the inputs of the sim function function.

Usage

check_input_simfun(N, tau, stat_value, k, r, fin_sample_corr, sim_num)

Arguments

N

a number representing the number of time series we want to simulate in the system

tau

a number representing the length of the time series we want to simulate in the system

stat_value

the test statistic value we want to calculate p-value based on

k

The number of lags we wish to employ in the VECM form (default: k=1)

r

The number of cointegrating relationships we impose on the H1 hypothesis (default: r=1)

sim_num

The number of simulation we wish to run.

Value

Nothing (or warning message) if all inputs are correct, and an error message otherwise.


[Package Largevars version 1.0.2 Index]