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andyphilips / dynamac

Dynamic simulation and testing for single-equation ARDL models, available for both R and Stata
https://andyphilips.github.io/dynamac/
Apache License 2.0
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minor bug in console output of dynardl.auto.correlated() #4

Closed ugobob99 closed 4 years ago

ugobob99 commented 5 years ago

In function dynardl.auto.correlated(), the code assumes that the 'parameter' output of bgtest() is a single number equal to the maximal order of serial correlation tested, but this is true only for type Chisq. For type F a vector of length 2 with the numbers of degrees of freedom for F is returned (the first one of which is the maximal order) so the current code prints a double output for H0 (only the first is correct).

sorenjordan commented 5 years ago

Thank you! The next release will appropriately call to $parameter[1].

andyphilips commented 4 years ago

This has been fixed..Thanks!