Print summary information and tests for a VAR model estimation

This function prints a summary and the output of the tests for a VAR model. The tests it shows are the Eigenvalue stability condition, the Portmanteau tests, the Jarque-Bera tests, the sk tests, the Granger causality Wald tests, and Stata's estat ic.

var_info(varest, log_level = 0)

Arguments

varest

an object of class varest
log_level

sets the minimum level of output that should be shown (a number between 0 and 3). A lower level means more verbosity.

Examples

# NOT RUN {
av_state <- load_file("../data/input/pp1 nieuw compleet.sav",log_level=3)
av_state <- var_main(av_state,c('SomBewegUur','SomPHQ'),criterion='BIC',log_level=3)
# av_state is the result of a call to var_main
var_info(av_state$accepted_models[[1]]$varest)
var_info(av_state$rejected_models[[1]]$varest)
# }