Functions to test if any coefficient is fixed or moving according to the Hansen test (hansen_test())
Usage
moving_coefficients(
x,
a = c(5, 1, 2.5, 7.5, 10, 20),
sigma = FALSE,
intercept = TRUE
)
fixed_coefficients(
x,
a = c(5, 1, 2.5, 7.5, 10, 20),
sigma = FALSE,
intercept = TRUE
)
Arguments
- x
lm object.
- a
level
- sigma
logical indicating if the joint test should include the variance
- intercept
boolean indicating if the intercept should be consider as a moving coefficient when at least one other variable is moving.
Value
NULL if no variable selected, otherwise the order of the variables.