Compute symmetry test for distributed lag variables in an equation estimated with a nonlinear ARDL (NARDL) specification.
This view displays a table object with the NARDL symmetry test. The top part of the table is a is a summary of the test. This is followed by three additional sections with test statistics and corresponding p-values for relevant regressors tests for: 1) long-run asymmetry, 2) short-run asymmetry, 3) both long and short-run asymmetry.
Syntax
eq_name.symmtest(options)
Options
Example
ardl_eq.symmtest
computes the NARDL symmetry tests for relevant regressors.
Cross-references
See
“Symmetry Test View” for further discussion.