Displaying 1 result from an estimated 1 matches for "adfresulm".
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2007 Apr 05
2
about systemfit
...;-matrix(0,10,16);Rrestr10[1,16]=Rrestr10[2,15]=Rrestr10[3,14]=Rrestr10[4,13]=Rrestr10[5,12]=Rrestr10[6,11]=Rrestr10[7,10]=Rrestr10[8,9]=Rrestr10[9,8]=Rrestr10[10,7]=1
adfResc<-systemfit(method="OLS",eqns=eqns,R.restr=Rrestr10)
adfResu<-systemfit(method="OLS",eqns=eqns)
adfResulm<-lm(formula=eqns$eq)
ftest.systemfit( object=adfResu, R.restr=Rrestr10) :
F-test for linear parameter restrictions in equation systems
F-statistic: 9.083
degrees of freedom of the numerator: 10
degrees of freedom of the denominator: 127
p-value: 3.449e-11
linear.hypothesis(model=adfResulm...