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2007 Apr 05
2
about systemfit
...t;F)
1 127 7.3782
2 137 7.6848 -10 -0.3066 0.5277 0.868
As I said, the results of
the chisquare test with linear.hypothesis and the waldtest.systemfit coincide.
I have one more problem. This is the output of lrtest.systemfit:
lrtest.systemfit(resultc=adfResc,resultu=adfResu)
Likelihood-Ratio-test for parameter restrictions in equation systems
LR-statistic:
degrees of freedom:
p-value:
Why do I get empty values?
In summary, I need to understand why the two ftests give different results; why lrtest.systemfit gives empty output; is there some way to extrac...