Basic function called by ivx_ra to fit the model. Should only be used
directly by experienced users.
Usage
ivx_ra_fit(
y,
x,
ar = "auto",
ar_ic = "aic",
ar_max = 5,
horizon = 1,
beta = 0.95,
cz = 1,
...
)Arguments
- y
vector of observations of length
n, or a matrix withnrows.- x
design matrix of dimension
n * p.- ar
order of the autoregression fitted to the predictors:
"auto"selects it byar_icin levels (as recommended in the paper), or a positive integer for a fixed order.- ar_ic
information criterion for
ar = "auto".- ar_max
maximum order considered when
ar = "auto".- horizon
forecast horizon \(h\); see Details.
- beta, cz
tuning parameters of the IVX instrument \(z_t = \sum_{j=0}^{t-1} (1 - c_z/n^\beta)^j \Delta x_{t-j}\). Defaults (
beta = 0.95,cz = 1) follow Kostakis et al. (2015).- ...
currently unused.
Examples
ivx_ra_fit(kms$Ret, as.matrix(kms$DP))
#> $coefficients
#> x1
#> -0.002383311
#>
#> $se
#> x1
#> 0.00513387
#>
#> $tstat
#> x1
#> -0.4642328
#>
#> $gamma
#> x1
#> -0.960759
#>
#> $intercept
#> [1] -0.003298138
#>
#> $fitted
#> [1] -8.544255e-04 -7.549501e-04 -7.994095e-04 -6.711030e-04 -5.885922e-04
#> [6] -5.091505e-04 -6.603649e-04 -5.247701e-04 -5.006421e-04 -5.334674e-04
#> [11] -5.960598e-04 -3.711970e-04 -3.153072e-04 -3.049905e-04 -4.233195e-04
#> [16] -4.133301e-04 -2.621194e-04 -2.250106e-04 -2.098474e-04 4.136697e-05
#> [21] 2.936771e-05 1.338004e-04 9.231797e-05 5.948520e-05 7.052563e-05
#> [26] -6.033455e-05 1.671232e-04 2.473934e-04 4.444261e-04 2.994950e-04
#> [31] -2.553739e-04 -6.225231e-04 -5.875927e-04 -4.451356e-04 -3.966444e-04
#> [36] -2.154112e-04 -2.402326e-04 -2.820053e-04 -7.124646e-04 -6.286177e-04
#> [41] -6.129036e-04 -9.470034e-04 -1.170473e-03 -1.225297e-03 -1.411068e-03
#> [46] -1.264736e-03 -9.734101e-04 -1.110726e-03 -1.316948e-03 -1.633881e-03
#> [51] -1.288694e-03 -1.436891e-03 -1.378139e-03 -2.189666e-03 -1.959300e-03
#> [56] -2.166609e-03 -2.502352e-03 -2.491939e-03 -2.292790e-03 -2.508149e-03
#> [61] -2.959735e-03 -3.502234e-03 -3.429140e-03 -2.568325e-03 -1.706373e-03
#> [66] -1.688837e-03 -1.932136e-03 -1.959414e-03 -1.714817e-03 -1.673631e-03
#> [71] -2.135339e-03 -2.032203e-03 -1.168054e-03 -7.921339e-04 -4.719580e-04
#> [76] -6.659880e-04 -3.817015e-04 -6.430930e-04 -8.376162e-04 -5.780365e-04
#> [81] -4.986187e-04 -2.629577e-04 -3.569453e-04 -3.634740e-04 -4.329560e-04
#> [86] -6.397855e-04 -5.949824e-04 -8.909345e-04 -7.700636e-04 -7.873874e-04
#> [91] -8.688325e-04 -6.838864e-04 -6.981411e-04 -8.006649e-04 -8.968654e-04
#> [96] -9.716530e-04 -7.362646e-04 -6.425809e-04 -4.681381e-04 -2.779091e-04
#> [101] -2.268362e-04 -1.706578e-04 -5.171151e-05 -1.216435e-05 2.332081e-05
#> [106] 1.244070e-04 1.149050e-04 1.266044e-04 -1.427115e-04 -1.117560e-04
#> [111] -1.133629e-04 -4.156525e-05 -1.027976e-04 -1.792696e-04 -1.461307e-04
#> [116] -2.678980e-04 -4.063035e-04 -3.506694e-04 -3.485930e-04 -4.030872e-04
#> [121] -7.034540e-04 -8.181893e-04 -1.034375e-03 -7.344615e-04 -8.011041e-04
#> [126] -1.095365e-03 -1.381848e-03 -1.666317e-03 -1.819561e-03 -1.768197e-03
#> [131] -1.607405e-03 -2.274158e-03 -1.918327e-03 -1.984577e-03 -1.415860e-03
#> [136] -1.161209e-03 -1.136669e-03 -1.006958e-03 -6.446635e-04 -5.218227e-04
#> [141] -2.107082e-04 -3.963417e-04 -3.354983e-04 -6.976587e-04 -7.259453e-04
#> [146] -5.971068e-04 -7.692470e-04 -5.679620e-04 -7.883161e-04 -4.681381e-04
#> [151] -5.868074e-04 -7.876056e-04 -8.097644e-04 -9.080165e-04 -9.049596e-04
#> [156] -8.941401e-04 -9.309311e-04 -1.608383e-03 -1.457067e-03 -1.408484e-03
#> [161] -1.370826e-03 -1.372198e-03 -1.280099e-03 -1.383403e-03 -1.390151e-03
#> [166] -1.519725e-03 -1.567265e-03 -1.569384e-03 -1.741882e-03 -1.743264e-03
#> [171] -1.630646e-03 -1.514928e-03 -1.547095e-03 -1.581722e-03 -1.762487e-03
#> [176] -1.876282e-03 -1.997370e-03 -1.942199e-03 -1.979774e-03 -2.123469e-03
#> [181] -2.195159e-03 -2.012070e-03 -1.932764e-03 -1.810612e-03 -1.744309e-03
#> [186] -1.630841e-03 -1.443326e-03 -1.437052e-03 -1.276929e-03 -1.112010e-03
#> [191] -9.943187e-04 -8.718542e-04 -8.697969e-04 -7.651960e-04 -7.184247e-04
#> [196] -8.647871e-04 -8.537805e-04 -8.111641e-04 -8.561447e-04 -1.056382e-03
#> [201] -9.328537e-04 -9.093605e-04 -9.283222e-04 -9.011796e-04 -9.438864e-04
#> [206] -8.621211e-04 -7.561850e-04 -8.188593e-04 -8.108348e-04 -8.307269e-04
#> [211] -8.307269e-04 -8.214208e-04 -7.392610e-04 -7.177836e-04 -5.875940e-04
#> [216] -7.124646e-04 -5.115048e-04 -4.843579e-04 -4.923102e-04 -5.527793e-04
#> [221] -4.305817e-04 -3.448033e-04 -2.736110e-04 -1.975414e-04 -1.740875e-04
#> [226] -3.745746e-05 -2.327625e-04 -1.483843e-04 -6.039102e-05 -7.621822e-06
#> [231] -1.026880e-04 -1.759086e-04 -3.680131e-04 -6.346398e-04 -6.767521e-04
#> [236] -7.269079e-04 -6.491792e-04 -6.049128e-04 -6.512896e-04 -7.028496e-04
#> [241] -8.411240e-04 -9.054155e-04 -8.254327e-04 -7.719276e-04 -8.701660e-04
#> [246] -9.334225e-04 -9.332345e-04 -1.050923e-03 -1.049902e-03 -1.156307e-03
#> [251] -1.280371e-03 -1.112626e-03 -1.050232e-03 -8.708616e-04 -8.637324e-04
#> [256] -1.012557e-03 -1.013055e-03 -1.104121e-03 -1.001975e-03 -1.327921e-03
#> [261] -1.308110e-03 -1.347310e-03 -1.484760e-03 -1.454972e-03 -1.538366e-03
#> [266] -1.660784e-03 -1.697180e-03 -1.569019e-03 -1.556075e-03 -1.515693e-03
#> [271] -1.521527e-03 -1.591462e-03 -1.560501e-03 -1.540430e-03 -1.537419e-03
#> [276] -1.548208e-03 -1.463329e-03 -1.391590e-03 -1.554039e-03 -1.618456e-03
#> [281] -1.623867e-03 -1.573129e-03 -1.645544e-03 -1.727425e-03 -1.696836e-03
#> [286] -1.582042e-03 -1.593246e-03 -1.663666e-03 -1.572440e-03 -1.691794e-03
#> [291] -1.775087e-03 -1.596275e-03 -1.483792e-03 -1.465030e-03 -1.439844e-03
#> [296] -1.386443e-03 -1.234302e-03 -1.203112e-03 -1.297242e-03 -1.191733e-03
#> [301] -1.313423e-03 -1.275472e-03 -1.184548e-03 -1.142900e-03 -1.177873e-03
#> [306] -1.224993e-03 -1.204924e-03 -1.074383e-03 -9.689006e-04 -9.860047e-04
#> [311] -1.029770e-03 -1.086573e-03 -1.156187e-03 -1.169570e-03 -1.214333e-03
#> [316] -1.154857e-03 -1.296698e-03 -1.293634e-03 -1.191890e-03 -1.187228e-03
#> [321] -1.198914e-03 -1.090872e-03 -1.095356e-03 -1.035260e-03 -9.104149e-04
#> [326] -8.223743e-04 -8.098038e-04 -6.882355e-04 -7.815559e-04 -6.020582e-04
#> [331] -6.865164e-04 -5.382735e-04 -4.565179e-04 -4.241465e-04 -4.259436e-04
#> [336] -4.478545e-04 -3.646793e-04 -3.729071e-04 -1.894748e-04 -7.422924e-05
#> [341] -1.178162e-04 -1.155747e-04 -1.990810e-04 -3.674432e-05 -4.802877e-05
#> [346] -1.798490e-04 -1.410137e-04 -2.311482e-05 -5.996144e-05 -2.535183e-04
#> [351] -1.930628e-04 -9.091261e-05 -2.008725e-04 -3.290970e-04 -2.734728e-04
#> [356] -2.553694e-04 -1.275360e-04 -2.246919e-04 -2.992117e-04 -2.482539e-04
#> [361] -1.617715e-04 -7.530076e-05 -7.831761e-05 -6.503916e-05 -2.164163e-04
#> [366] -3.823365e-04 -4.735012e-04 -4.489236e-04 -5.632116e-04 -4.545209e-04
#> [371] -4.952697e-04 -4.138867e-04 -3.211937e-04 -2.676283e-04 -1.879677e-04
#> [376] -8.739114e-05 -5.927507e-05 5.332023e-05 1.038584e-04 1.475425e-04
#> [381] 2.593037e-04 2.592852e-04 2.498365e-04 2.421284e-04 3.238433e-04
#> [386] 3.596131e-04 3.421711e-04 4.150421e-04 3.701093e-04 2.499817e-04
#> [391] 2.678818e-04 2.904444e-04 3.466884e-04 1.226890e-04 9.809405e-05
#> [396] 1.925585e-05 -2.697673e-05 3.208555e-05 7.409441e-05 1.431242e-05
#> [401] 7.576867e-05 -7.269696e-05 -7.849306e-05 1.560011e-05 1.234075e-04
#> [406] 2.734395e-04 3.407254e-04 4.049088e-04 4.140494e-04 4.592337e-04
#> [411] 3.894733e-04 4.582043e-04 4.963780e-04 4.408687e-04 4.832370e-04
#> [416] 5.512624e-04 5.352213e-04 4.353413e-04 4.659856e-04 4.441719e-04
#> [421] 2.839242e-04 6.188837e-05 -1.493315e-04 -1.016834e-05 1.831508e-05
#> [426] -1.070939e-04 -1.155533e-04 9.610873e-05 1.093231e-04 2.161744e-04
#> [431] 1.389825e-04 2.146354e-04 3.091489e-04 3.247958e-04 2.580377e-04
#> [436] 2.461731e-04 3.560034e-04 3.259647e-04 3.765106e-04 3.264811e-04
#> [441] 3.595243e-04 4.054870e-04 4.116570e-04 4.304209e-04 4.278709e-04
#> [446] 4.381498e-04 4.602235e-04 4.833585e-04 4.245817e-04 4.724456e-04
#> [451] 4.721648e-04 4.404770e-04 4.306321e-04 4.925330e-04 4.732667e-04
#> [456] 4.227616e-04 4.843773e-04 4.473756e-04 3.102251e-04 3.268537e-04
#> [461] 3.648664e-04 4.249693e-04 4.714143e-04 4.327143e-04 4.363632e-04
#> [466] 4.304781e-04 3.701638e-04 3.003874e-04 3.345231e-04 1.877105e-04
#> [471] 1.348537e-04 8.578962e-05 -1.237827e-04 -1.570848e-04 -4.087595e-05
#> [476] -2.794682e-05 -2.597196e-05 1.451352e-04 1.415475e-04 2.254377e-04
#> [481] 3.240395e-04 1.956593e-04 2.370354e-04 3.372509e-04 3.037109e-04
#> [486] 3.751443e-04 3.048689e-04 3.074057e-04 3.692224e-04 2.542109e-04
#> [491] 1.704902e-04 1.846964e-04 3.616266e-04 3.773938e-04 3.883830e-04
#> [496] 3.333315e-04 3.499239e-04 4.295413e-04 4.361955e-04 5.374287e-04
#> [501] 4.257493e-04 3.984132e-04 2.750186e-04 3.480270e-04 3.909927e-04
#> [506] 3.780492e-04 2.341421e-04 8.114881e-05 1.697386e-04 1.042889e-04
#> [511] 2.049518e-04 1.168424e-04 6.944960e-05 -1.226626e-04 -2.789629e-06
#> [516] -1.835268e-06 -2.303748e-04 -3.828024e-04 -5.076293e-04 -3.415445e-04
#> [521] -2.403728e-04 -1.654871e-04 -1.803259e-04 -5.729931e-05 8.691063e-05
#> [526] 1.890820e-04 2.182369e-04 3.120091e-04 3.995146e-04 3.009146e-04
#> [531] 3.051473e-04 2.071281e-04 2.942105e-04 2.801135e-04 1.835147e-04
#> [536] 1.825902e-04 3.847824e-04 4.275844e-04 4.871391e-04 5.011868e-04
#> [541] 5.116132e-04 5.524334e-04 4.998525e-04 5.028235e-04 5.809662e-04
#> [546] 5.667747e-04 5.708925e-04 6.593486e-04 6.696563e-04 6.234803e-04
#> [551] 5.273882e-04 5.189513e-04 4.071730e-04 3.493091e-04 3.212176e-04
#> [556] 3.977571e-04 2.964463e-04 3.779604e-04 3.483034e-04 3.392780e-05
#> [561] 4.709616e-05 8.971153e-06 -1.366081e-05 -8.369718e-05 -1.924499e-04
#> [566] -2.875215e-04 -3.363906e-04 -5.497398e-04 -7.954106e-04 -1.118276e-03
#> [571] -7.605028e-04 -8.929561e-04 -9.436795e-04 -6.830007e-04 -5.596879e-04
#> [576] -5.237365e-04 -4.223116e-04 -3.280734e-04 -2.332917e-04 -4.002461e-04
#> [581] -4.510001e-04 -5.350354e-04 -3.860384e-04 -3.214172e-04 -3.425360e-04
#> [586] -7.820208e-05 -1.076927e-04 -3.780295e-05 -7.917464e-05 -1.285911e-04
#> [591] -4.782809e-05 -8.604428e-05 -1.170781e-04 -8.236304e-05 -1.768720e-04
#> [596] -2.356951e-04 -1.533106e-04 -3.041966e-04 -3.833790e-04 -4.437374e-04
#> [601] -4.752715e-04 -5.637014e-04 -4.891553e-04 -5.535104e-04 -6.292982e-04
#> [606] -6.600630e-04 -7.956523e-04 -7.616888e-04 -7.840108e-04 -9.573327e-04
#> [611] -1.038906e-03 -1.001828e-03 -8.246213e-04 -8.325475e-04 -8.926982e-04
#> [616] -7.852915e-04 -7.418922e-04 -7.767343e-04 -1.013533e-03 -9.820719e-04
#> [621] -9.546973e-04 -8.820860e-04 -9.908830e-04 -8.828787e-04 -9.001886e-04
#> [626] -9.848997e-04 -9.154284e-04 -9.198350e-04 -8.214693e-04 -8.461084e-04
#> [631] -1.035599e-03 -9.560467e-04 -9.361851e-04 -8.236575e-04 -8.549339e-04
#> [636] -1.131433e-03 -1.054447e-03 -9.649067e-04 -9.202827e-04 -7.874302e-04
#> [641] -7.907641e-04 -7.485985e-04 -7.224681e-04 -5.018621e-04 -5.956293e-04
#> [646] -7.226460e-04 -7.065385e-04 -6.374014e-04 -7.078462e-04 -7.255895e-04
#> [651] -7.642414e-04 -7.856213e-04 -9.544195e-04 -1.102191e-03 -1.001211e-03
#> [656] -9.288508e-04 -1.014848e-03 -1.067791e-03 -1.227361e-03 -1.262380e-03
#> [661] -1.179489e-03 -1.285269e-03 -1.344645e-03 -1.404739e-03 -1.147872e-03
#> [666] -1.134436e-03 -8.872524e-04 -8.049924e-04 -7.714521e-04 -6.983829e-04
#> [671] -6.581505e-04 -5.851547e-04 -4.164126e-04 -4.494627e-04 -3.703947e-04
#> [676] -4.572641e-04 -4.372780e-04 -4.200093e-04 -4.666440e-04 -4.356194e-04
#> [681] -4.668734e-04 -4.990031e-04 -6.034854e-04 -5.815096e-04 -5.828586e-04
#> [686] -7.429530e-04 -7.158469e-04 -7.629756e-04 -5.297150e-04 -5.455689e-04
#> [691] -5.618051e-04 -6.140820e-04 -5.772229e-04 -4.205644e-04 -4.135560e-04
#> [696] -4.340575e-04 -4.533159e-04 -3.361081e-04 -3.155895e-04 -3.374118e-04
#> [701] -3.763716e-04 -4.707546e-04 -3.776092e-04 -2.334394e-04 -1.344355e-04
#> [706] -1.408390e-04 1.175109e-05 1.224500e-04 8.057724e-05 1.894965e-04
#> [711] 2.150287e-04 5.818238e-05 2.094382e-04 -1.599804e-05 1.061723e-04
#> [716] 1.520072e-04 7.881239e-05 3.680690e-04 4.487475e-04 5.051049e-04
#> [721] 4.605736e-04 4.579484e-04 5.526489e-04 6.518763e-04 7.208250e-04
#> [726] 6.496434e-04 5.099111e-05 -1.752726e-04 -2.122057e-05 6.065295e-05
#> [731] 1.457662e-04 5.248333e-05 5.011529e-05 3.320152e-05 1.099041e-04
#> [736] 7.725755e-05 -3.611396e-05 3.734696e-05 7.587163e-05 8.062647e-06
#> [741] 2.066562e-05 1.640739e-04 7.391981e-05 1.030137e-04 1.941621e-04
#> [746] 2.513970e-04 2.076246e-04 3.810784e-04 3.897406e-04 3.463833e-04
#> [751] 2.574879e-04 2.687902e-04 2.918164e-04 1.025541e-04 1.036413e-04
#> [756] 1.417344e-04 5.303428e-05 2.392595e-04 1.947073e-04 1.706716e-04
#> [761] -7.692487e-05 -2.135893e-04 -2.470036e-04 -1.255490e-04 -8.424555e-05
#> [766] 1.139144e-05 1.652662e-04 2.162912e-04 2.144942e-04 3.020871e-04
#> [771] 1.825033e-04 2.786034e-04 3.165236e-04 2.620307e-04 2.953115e-04
#> [776] 1.934405e-04 4.507736e-04 3.950666e-04 4.099783e-04 3.496192e-04
#> [781] 4.151860e-04 4.174823e-04 3.757475e-04 4.632775e-04 4.008854e-04
#> [786] 4.179961e-04 4.236520e-04 4.953469e-04 5.199576e-04 5.302830e-04
#> [791] 5.487474e-04 5.865231e-04 5.226190e-04 5.736137e-04 5.728735e-04
#> [796] 5.601436e-04 6.408245e-04 6.169005e-04 6.588733e-04 6.241047e-04
#> [801] 6.442425e-04 7.122744e-04 6.314025e-04 5.116623e-04 5.308743e-04
#> [806] 5.522069e-04 4.793760e-04 5.476547e-04 6.301738e-04 5.596533e-04
#> [811] 5.934855e-04 4.822102e-04 4.962273e-04 5.533973e-04 6.378588e-04
#> [816] 7.021187e-04 7.564172e-04 8.300546e-04 8.689196e-04 9.310279e-04
#> [821] 9.178837e-04 9.992655e-04 9.751149e-04 1.058802e-03 1.087889e-03
#> [826] 1.146593e-03 1.145400e-03 1.146663e-03 1.168902e-03 1.213235e-03
#> [831] 1.209124e-03 1.075906e-03 1.098910e-03 1.203415e-03 1.251923e-03
#> [836] 1.407783e-03 1.343139e-03 1.476455e-03 1.482056e-03 1.369810e-03
#> [841] 1.499826e-03 1.630240e-03 1.726368e-03 1.896753e-03 1.746893e-03
#> [846] 1.861496e-03 1.769598e-03 1.865313e-03 1.894294e-03 1.910682e-03
#> [851] 2.065278e-03 2.173806e-03 2.179646e-03 2.118757e-03 2.195454e-03
#> [856] 2.157668e-03 1.772192e-03 1.906586e-03 2.088199e-03 2.222650e-03
#> [861] 2.350906e-03 2.434465e-03 2.344091e-03 2.422697e-03 2.511456e-03
#> [866] 2.451188e-03 2.577523e-03 2.490738e-03 2.466663e-03 2.388536e-03
#> [871] 2.530726e-03 2.573345e-03 2.704984e-03 2.577139e-03 2.525402e-03
#> [876] 2.742118e-03 2.670414e-03 2.620452e-03 2.679673e-03 2.657593e-03
#> [881] 2.815349e-03 2.701786e-03 2.693367e-03 2.497875e-03 2.510932e-03
#> [886] 2.606778e-03 2.390784e-03 2.247508e-03 2.437860e-03 2.464012e-03
#> [891] 2.417799e-03 2.389455e-03 2.229020e-03 2.023302e-03 2.066052e-03
#> [896] 2.238804e-03 2.256787e-03 2.219883e-03 2.170374e-03 2.256869e-03
#> [901] 2.090198e-03 2.052952e-03 1.858265e-03 1.674010e-03 1.697542e-03
#> [906] 1.431755e-03 1.615501e-03 1.734019e-03 1.572030e-03 1.498281e-03
#> [911] 1.449932e-03 1.462315e-03 1.651175e-03 1.772636e-03 1.802636e-03
#> [916] 1.820366e-03 1.842163e-03 1.793274e-03 1.882825e-03 1.862383e-03
#> [921] 1.943607e-03 1.955453e-03 1.955746e-03 1.888145e-03 1.822445e-03
#> [926] 1.825995e-03 1.843673e-03 1.736631e-03 1.718431e-03 1.717231e-03
#> [931] 1.738943e-03 1.817795e-03 1.882577e-03 1.789621e-03 1.802768e-03
#> [936] 1.725689e-03 1.649939e-03 1.693248e-03 1.666184e-03 1.729650e-03
#> [941] 1.682181e-03 1.678288e-03 1.608225e-03 1.663552e-03 1.634495e-03
#> [946] 1.674315e-03 1.655448e-03 1.661965e-03 1.668032e-03 1.570671e-03
#> [951] 1.548573e-03 1.538533e-03 1.566778e-03 1.602893e-03 1.651086e-03
#> [956] 1.664545e-03 1.669226e-03 1.683102e-03 1.611218e-03 1.615798e-03
#> [961] 1.695858e-03 1.751436e-03 1.688008e-03 1.586133e-03 1.592437e-03
#> [966] 1.652337e-03 1.665212e-03 1.535874e-03 1.493435e-03 1.326741e-03
#> [971] 1.226257e-03 1.195957e-03 1.295154e-03 1.309005e-03 1.083386e-03
#> [976] 1.055845e-03 1.080804e-03 8.500458e-04 4.205090e-04 2.480542e-04
#> [981] 2.796566e-04 9.818062e-05 -1.469882e-04 8.116014e-05 3.440030e-04
#> [986] 5.171808e-04 5.686267e-04 7.922488e-04 9.252963e-04 1.064596e-03
#> [991] 1.067145e-03 1.251280e-03 1.345580e-03 1.273547e-03 1.358444e-03
#> [996] 1.512635e-03 1.542700e-03 1.334007e-03 1.197165e-03 1.344413e-03
#> [1001] 1.217329e-03 1.406183e-03 1.479189e-03 1.460544e-03 1.598196e-03
#> [1006] 1.627190e-03 1.678032e-03 1.651648e-03 1.687956e-03 1.625293e-03
#> [1011] 1.551490e-03 1.472493e-03 1.306196e-03 1.102068e-03 1.306969e-03
#> [1016] 1.256580e-03 1.239134e-03 1.313069e-03 1.380477e-03 1.426899e-03
#> [1021] 1.381042e-03 1.199245e-03 1.264418e-03 1.258892e-03 1.270690e-03
#> [1026] 1.293420e-03 1.201705e-03 1.165203e-03
#>
#> $residuals
#> [1] 1.127465e-02 -1.860330e-03 2.044949e-02 -3.088758e-03 2.107179e-02
#> [6] 4.907358e-03 9.476962e-04 9.449255e-03 7.237034e-03 -3.087037e-03
#> [11] 3.927275e-03 1.741260e-02 4.501330e-03 -3.041193e-03 -1.867553e-03
#> [16] 1.968527e-03 1.012223e-02 -1.505365e-03 2.344277e-03 1.717837e-02
#> [21] 2.005078e-03 2.030952e-03 1.154950e-02 1.821313e-03 7.230482e-03
#> [26] -8.477220e-04 1.753985e-02 1.117952e-02 -4.896584e-03 7.536385e-03
#> [31] -2.136281e-02 2.842635e-03 1.201700e-02 3.964395e-03 -1.815253e-02
#> [36] -6.437128e-03 -3.412785e-04 -7.482384e-03 -1.425181e-02 6.332372e-03
#> [41] 1.211704e-02 -3.053163e-02 -9.646621e-03 6.631470e-03 -1.364034e-02
#> [46] -1.247899e-02 -3.764512e-03 -3.502030e-02 -3.845687e-02 -6.595023e-03
#> [51] -1.343053e-03 -2.166014e-02 -3.082891e-02 -4.432487e-02 -1.950344e-02
#> [56] 1.321242e-03 -6.930932e-02 -1.752042e-02 -2.938472e-02 -7.307174e-02
#> [61] -7.399448e-02 -3.575122e-02 -5.546137e-04 3.449645e-02 -2.053977e-02
#> [66] -8.885832e-02 -6.261631e-02 -2.063214e-02 1.482485e-02 -1.853072e-02
#> [71] -3.368120e-02 8.112774e-03 6.140501e-02 -4.626258e-03 -2.749926e-02
#> [76] -1.357186e-03 -1.167490e-02 -1.764638e-02 -2.613440e-02 2.042362e-02
#> [81] 1.222232e-02 -3.386923e-03 2.710663e-03 -7.717187e-03 3.490933e-03
#> [86] -9.011057e-03 -6.920153e-03 -2.738677e-03 3.099045e-03 6.017533e-03
#> [91] -9.696730e-03 1.439196e-02 -4.622780e-03 -1.424606e-02 -4.570840e-03
#> [96] -6.035451e-03 7.131810e-03 -2.627007e-03 -2.122997e-03 1.229212e-02
#> [101] -2.472983e-03 1.811950e-02 3.900755e-02 2.146706e-02 2.320491e-02
#> [106] 2.865134e-02 1.476717e-02 2.140291e-02 2.600090e-02 3.073455e-02
#> [111] 4.706180e-02 3.000769e-02 2.949512e-02 5.085342e-02 6.131369e-02
#> [116] 4.357223e-02 1.357488e-03 2.195233e-02 1.652236e-02 2.543649e-02
#> [121] 2.520312e-02 2.606539e-02 -3.032566e-02 -1.857738e-02 -3.533818e-02
#> [126] -2.480326e-02 2.166218e-02 9.441413e-03 -1.369714e-02 2.039268e-03
#> [131] -2.242442e-02 -4.787633e-02 -1.907849e-03 1.705206e-02 -3.595524e-02
#> [136] -1.899520e-02 -5.904652e-02 -6.237591e-02 -5.809816e-02 -8.457018e-02
#> [141] 2.087200e-03 5.631804e-03 -5.973968e-03 -1.151422e-03 5.404975e-03
#> [146] 2.145689e-02 4.694867e-03 2.024072e-02 3.381219e-02 3.098720e-02
#> [151] 4.199522e-02 8.827020e-03 1.153048e-02 8.235046e-03 2.370242e-03
#> [156] 1.038993e-02 2.717059e-03 -1.415404e-02 2.166442e-02 4.044155e-02
#> [161] -8.306808e-03 2.940694e-03 1.361147e-02 -1.185476e-03 -6.644039e-05
#> [166] 1.217397e-02 3.674663e-03 7.387699e-03 2.468707e-03 9.099885e-03
#> [171] 1.700279e-02 9.526133e-03 -1.482777e-03 1.709597e-03 1.486964e-02
#> [176] 3.097269e-03 -3.345803e-03 -3.277492e-03 -1.109204e-02 -2.318615e-02
#> [181] -7.206857e-03 1.230672e-03 -1.464983e-02 -1.700266e-02 -1.199411e-02
#> [186] -1.042331e-02 -2.139743e-04 -1.456302e-02 3.765411e-03 1.710052e-02
#> [191] 3.892644e-03 2.737017e-03 5.328560e-03 2.795252e-03 6.002682e-03
#> [196] -2.119916e-03 8.732896e-03 1.102468e-02 2.230672e-03 4.874621e-03
#> [201] 1.431812e-02 1.676264e-02 -3.575595e-03 5.075011e-03 1.042153e-02
#> [206] 8.974682e-03 8.448238e-03 5.795993e-04 3.019687e-03 3.114720e-03
#> [211] 8.232472e-03 8.434494e-03 3.043677e-03 1.129411e-02 6.834455e-03
#> [216] -2.717949e-03 1.083358e-02 8.809401e-03 -1.123230e-02 6.084382e-03
#> [221] 1.325948e-02 2.097454e-03 6.417455e-03 -1.349329e-04 1.002268e-02
#> [226] 1.209920e-02 4.182548e-04 -3.578750e-03 1.728900e-02 -7.884189e-03
#> [231] -7.726915e-03 5.338625e-05 -8.319021e-03 -2.479347e-03 1.788104e-02
#> [236] 1.337072e-02 -1.320242e-03 8.924595e-03 -4.079202e-03 1.017857e-02
#> [241] 1.823180e-02 1.526961e-02 2.094018e-02 1.321241e-02 2.912621e-03
#> [246] 1.442475e-02 3.081411e-02 2.064534e-02 -3.346970e-04 4.535695e-03
#> [251] -8.939584e-04 1.306906e-02 8.125343e-03 -2.151748e-04 4.050312e-03
#> [256] 7.295116e-04 1.040306e-02 2.378482e-02 2.517027e-02 1.185928e-02
#> [261] 1.142333e-02 3.129075e-02 3.154326e-03 1.496955e-02 1.584096e-02
#> [266] 3.588506e-03 8.361254e-03 2.091975e-02 5.623511e-03 2.486197e-02
#> [271] 4.772534e-02 2.984138e-02 1.095888e-02 1.780690e-02 6.367221e-03
#> [276] 6.885446e-03 1.764622e-02 9.424257e-03 2.877877e-02 4.336250e-02
#> [281] 4.121930e-02 3.111067e-02 4.687921e-02 3.305809e-02 1.879197e-02
#> [286] 2.131158e-02 3.138661e-03 1.518188e-03 2.164225e-02 1.761725e-04
#> [291] -1.498016e-02 1.453881e-02 -4.553132e-03 -3.517878e-02 -1.227383e-02
#> [296] -1.981076e-02 6.994436e-03 7.860976e-03 -3.107024e-03 1.050301e-02
#> [301] 1.193995e-02 2.289032e-03 8.537003e-03 1.189675e-03 -7.405609e-03
#> [306] -1.300037e-02 6.033580e-03 -3.060935e-03 -1.820998e-03 3.699910e-04
#> [311] -6.347945e-03 -1.245023e-03 6.314771e-03 -4.222888e-04 -3.551519e-03
#> [316] 2.788059e-03 -8.826885e-03 2.228422e-03 2.840773e-02 -1.471714e-03
#> [321] 5.690066e-04 1.801279e-02 1.994910e-03 -8.125339e-03 1.066567e-02
#> [326] -5.146021e-03 1.848231e-03 1.303331e-02 8.095341e-05 1.643204e-02
#> [331] 2.925257e-02 1.430426e-02 1.071965e-02 3.608058e-03 2.847130e-03
#> [336] 9.683693e-04 9.471573e-03 -6.114933e-04 9.491908e-03 1.839480e-02
#> [341] -3.874462e-03 -1.796981e-03 1.376838e-02 4.861158e-03 1.308335e-02
#> [346] 5.802231e-03 2.144840e-02 1.760953e-02 5.027844e-03 -3.467610e-03
#> [351] 1.085674e-02 1.502970e-02 -1.145183e-02 -2.892632e-02 -6.043958e-03
#> [356] -1.998639e-02 -7.886494e-03 -5.585921e-03 -9.964421e-03 1.327982e-02
#> [361] 3.689719e-04 -6.100076e-03 -4.455427e-03 4.227614e-03 -3.814103e-03
#> [366] -1.639106e-02 8.982153e-03 4.801531e-03 -1.117699e-02 -9.629602e-04
#> [371] -2.802255e-03 -1.181166e-02 2.766533e-03 -1.069391e-02 3.413665e-04
#> [376] 6.427266e-03 -1.665932e-03 4.448844e-03 7.625803e-03 -2.530981e-04
#> [381] 5.810550e-03 3.354896e-03 -3.210979e-03 2.375320e-03 6.078273e-03
#> [386] 7.638297e-04 -6.433703e-03 4.149512e-03 -3.538527e-03 -1.035033e-02
#> [391] 6.191935e-03 2.608567e-03 8.446959e-03 5.319633e-03 1.034468e-02
#> [396] 1.130388e-03 -4.083135e-03 3.002673e-03 -4.009181e-03 -5.588200e-03
#> [401] -3.453124e-03 -8.592122e-03 -1.980810e-03 8.918255e-03 -3.324696e-03
#> [406] 1.970137e-03 -2.183441e-03 -5.215868e-03 3.648520e-04 -3.707069e-03
#> [411] -2.754494e-03 4.894477e-03 1.964336e-03 -2.126868e-03 1.297044e-02
#> [416] 1.029362e-02 -8.296551e-03 -4.194317e-03 2.332979e-03 -3.959523e-03
#> [421] -1.083166e-02 -1.288382e-02 -2.521791e-03 1.408922e-02 -3.652509e-03
#> [426] -1.011512e-02 1.407123e-02 1.803246e-02 -3.575496e-03 -2.558588e-03
#> [431] -9.675312e-05 3.693324e-03 1.564652e-02 -2.754979e-03 -8.016772e-03
#> [436] 2.594440e-03 2.150415e-03 3.692266e-03 6.889355e-03 6.543467e-03
#> [441] 5.091564e-04 1.195579e-02 -4.899436e-05 -1.021238e-05 6.036790e-03
#> [446] 1.752326e-03 3.610989e-03 5.234157e-03 1.930513e-04 3.638872e-03
#> [451] 9.324101e-03 -2.700245e-03 2.600791e-03 7.755219e-03 -1.192805e-03
#> [456] -1.946164e-03 9.257138e-03 -1.045311e-03 -8.982512e-03 8.526540e-03
#> [461] 6.373380e-03 5.637189e-04 4.961689e-03 -1.918383e-03 3.347866e-04
#> [466] 5.485895e-03 -7.098049e-03 -2.443336e-03 4.371087e-03 -7.004469e-03
#> [471] -4.843779e-03 5.939349e-03 -1.179049e-02 -8.153214e-03 8.676026e-03
#> [476] -1.289224e-02 -5.481423e-03 1.098821e-02 -2.025199e-03 -6.938195e-03
#> [481] 4.782922e-03 -1.369735e-02 -9.109808e-04 9.936688e-03 -9.864628e-03
#> [486] -6.487616e-03 -2.431693e-03 -9.192117e-03 2.026768e-03 -9.089728e-03
#> [491] -9.547935e-03 7.391065e-03 8.817206e-03 -6.227960e-03 -9.462208e-03
#> [496] 2.334330e-03 -1.012162e-03 2.768566e-03 5.792010e-04 -3.445983e-03
#> [501] -9.486987e-03 -6.882246e-03 -3.552380e-03 -2.204996e-03 4.692466e-03
#> [506] -1.351389e-02 -1.420364e-02 -5.488169e-03 1.329074e-03 -6.466076e-03
#> [511] -6.082810e-03 -7.967939e-03 -1.818699e-02 -3.709749e-03 -1.921532e-03
#> [516] -5.592085e-03 -2.290559e-02 -1.200197e-02 -3.516348e-04 6.093316e-03
#> [521] -9.990780e-04 -1.777380e-02 -5.517799e-03 -3.830389e-03 9.083482e-04
#> [526] -6.930336e-03 -7.600759e-03 -1.802309e-03 -5.904657e-04 -1.411249e-02
#> [531] -1.031872e-02 -1.434129e-03 -6.034261e-03 -7.751140e-03 -1.416612e-02
#> [536] -1.871640e-03 5.852001e-03 -2.782938e-03 -9.788992e-03 -2.267999e-03
#> [541] -2.720313e-03 -3.925827e-03 -8.147393e-03 -1.320628e-03 8.239055e-04
#> [546] -1.600826e-03 2.677660e-03 7.198762e-03 -7.512043e-03 -9.664567e-03
#> [551] -8.990645e-03 -3.491128e-03 -3.131278e-03 -7.648220e-03 -1.687251e-04
#> [556] 4.517920e-04 -8.280181e-03 1.861520e-03 6.675894e-03 -1.706850e-02
#> [561] 2.027740e-03 8.732321e-03 -1.284723e-02 -6.413364e-03 -4.335266e-03
#> [566] -5.669085e-03 -3.848079e-03 -5.201853e-03 -1.619068e-02 -5.732608e-03
#> [571] 1.736598e-02 -9.821048e-03 -1.926278e-02 3.228766e-02 3.969161e-03
#> [576] -9.586160e-03 1.049864e-02 4.631710e-03 -7.301429e-03 -1.240580e-02
#> [581] -1.009597e-02 -1.527383e-03 -4.482948e-04 -6.460988e-03 -9.552640e-03
#> [586] 1.159357e-02 -4.084280e-03 -7.192621e-03 9.346025e-03 -2.773109e-03
#> [591] 6.717977e-03 4.465154e-03 -3.126739e-03 1.457254e-02 1.054077e-02
#> [596] 7.361648e-03 1.042610e-02 1.208228e-03 -2.796920e-03 1.079670e-02
#> [601] 1.093323e-02 5.340962e-03 5.955172e-03 9.428614e-03 -4.120469e-03
#> [606] 6.623035e-03 9.146152e-03 7.499098e-03 1.705667e-03 -4.012751e-03
#> [611] 2.058813e-03 1.282886e-02 1.452482e-02 -5.346918e-03 -4.193279e-03
#> [616] 1.632548e-02 3.032041e-03 -1.493211e-02 -4.971581e-03 -3.010882e-05
#> [621] 1.010860e-02 4.227928e-05 -3.752602e-03 3.716413e-03 1.048863e-02
#> [626] -9.468995e-03 9.917924e-03 1.155179e-02 2.275944e-04 -2.688699e-03
#> [631] -4.983301e-03 5.020341e-03 7.376300e-03 -3.961164e-04 -5.464888e-03
#> [636] -2.034739e-02 1.260410e-02 1.327037e-02 -4.437412e-03 9.468339e-03
#> [641] -1.752805e-04 -6.063101e-03 6.889919e-03 2.916506e-05 -1.426515e-02
#> [646] -1.308605e-02 4.134703e-03 -1.526503e-03 -8.087121e-03 -1.183139e-02
#> [651] -3.616345e-03 -6.616543e-03 -1.462396e-02 -1.103309e-02 9.764200e-03
#> [656] -1.341837e-03 -1.732628e-02 -2.383510e-03 -8.791373e-03 -7.184656e-03
#> [661] 7.203892e-03 -1.258170e-02 -1.498745e-02 7.584312e-03 5.972927e-03
#> [666] -1.236323e-03 2.890465e-03 1.880362e-03 -1.136810e-02 5.941774e-03
#> [671] -2.203559e-03 -3.886053e-03 4.916576e-03 -9.515609e-03 -7.764414e-03
#> [676] -2.212387e-03 -6.394216e-03 1.660987e-04 -4.601841e-03 -2.459662e-03
#> [681] -1.445575e-03 -6.857258e-03 -5.288860e-03 -2.261484e-03 1.053923e-03
#> [686] -1.008796e-02 -3.808373e-03 4.033309e-03 -1.656505e-04 -1.611396e-03
#> [691] -9.941160e-03 4.016212e-03 2.832806e-03 9.389104e-03 -5.701311e-03
#> [696] -1.180388e-02 6.426843e-03 3.978043e-03 -3.414172e-03 -5.752808e-03
#> [701] -4.655402e-03 -5.616461e-03 7.073760e-03 5.558390e-03 -4.160434e-03
#> [706] -6.576615e-04 6.985747e-03 8.781184e-04 -6.725153e-03 1.229299e-03
#> [711] -5.110062e-04 -9.810066e-03 4.492419e-03 -7.283471e-03 -4.859843e-03
#> [716] 5.910356e-03 -1.162644e-02 1.427383e-02 1.688553e-04 -9.586013e-03
#> [721] 3.406600e-03 1.870311e-03 6.563246e-03 4.219814e-03 -3.762607e-03
#> [726] -1.605137e-02 -2.936357e-02 -2.608230e-03 2.616419e-02 -1.290050e-03
#> [731] -9.938232e-03 -6.996966e-04 5.400158e-03 1.099232e-02 4.850177e-04
#> [736] 1.786249e-03 -5.417996e-03 7.780070e-03 7.114352e-03 -5.577595e-03
#> [741] 2.739894e-03 9.564641e-03 -6.800175e-03 -4.968849e-04 1.634942e-02
#> [746] -2.658895e-04 8.776824e-04 1.356565e-02 5.112416e-03 -7.664846e-03
#> [751] 5.485177e-03 5.084888e-03 -1.471470e-03 -8.644240e-03 7.949435e-04
#> [756] 8.900011e-03 -1.450521e-03 7.976664e-03 -4.192115e-03 -1.515266e-02
#> [761] -9.878391e-03 -5.285855e-03 1.073346e-02 5.152379e-03 -5.009758e-03
#> [766] -2.876525e-03 2.527328e-03 -6.647584e-03 -5.176623e-03 -9.390387e-04
#> [771] -6.361980e-03 1.270770e-03 3.743592e-03 -1.738911e-02 -5.502296e-03
#> [776] -5.513034e-03 5.547508e-03 -6.506602e-05 -1.313332e-02 -2.809373e-04
#> [781] -2.281679e-03 -3.479679e-03 -8.102515e-03 2.889531e-03 -4.255060e-03
#> [786] -7.214509e-03 2.059657e-03 -2.643534e-03 -3.015785e-03 -2.870572e-03
#> [791] 5.871196e-04 -4.164897e-03 -4.835695e-03 -1.466644e-03 -3.695378e-03
#> [796] -6.667772e-03 -1.067566e-04 -5.235000e-03 -2.827738e-03 -1.583188e-03
#> [801] -2.619822e-03 3.096205e-03 -8.851894e-03 -9.093967e-03 5.844157e-03
#> [806] -7.998277e-04 -1.016185e-02 2.280859e-03 2.250826e-03 -7.203399e-03
#> [811] 5.970814e-05 -2.695391e-04 -8.257510e-03 2.249773e-03 -6.118057e-03
#> [816] -1.385231e-03 7.146907e-04 1.737635e-03 -3.134340e-04 9.185731e-04
#> [821] -1.196848e-03 -4.516714e-04 6.441549e-04 -2.900500e-03 5.106050e-03
#> [826] 3.729322e-04 7.772899e-04 -4.300061e-03 3.719907e-04 -1.721735e-03
#> [831] -2.193969e-03 -3.670230e-03 6.034094e-03 6.437122e-03 -8.834258e-04
#> [836] 3.359735e-04 -4.731580e-03 -1.896911e-03 -1.100504e-03 -1.452063e-02
#> [841] 6.744306e-03 3.798225e-03 -4.556692e-03 -6.975704e-05 -1.095974e-02
#> [846] -3.520371e-03 1.619334e-03 -7.661039e-03 2.065789e-03 -7.734271e-03
#> [851] 4.352731e-03 2.943147e-03 -8.436987e-03 -3.398811e-03 1.054054e-03
#> [856] -9.056951e-03 -2.368686e-02 5.054824e-03 1.626797e-02 -1.251322e-02
#> [861] 7.508297e-04 -2.730201e-03 -8.649080e-03 -4.591769e-03 -3.699489e-04
#> [866] -1.595141e-02 -1.076062e-03 -5.595040e-03 -1.368009e-02 -2.498374e-03
#> [871] -1.738371e-03 2.582315e-04 -1.129901e-02 -1.173584e-02 -9.505760e-03
#> [876] 2.899986e-03 -1.936941e-02 -1.974716e-02 -3.756839e-03 -1.468142e-02
#> [881] -1.543972e-02 -1.588266e-02 -2.009342e-02 -1.198503e-02 -1.921050e-02
#> [886] -8.685705e-03 -3.351414e-02 -1.994020e-02 5.640458e-03 -1.573404e-02
#> [891] -1.927305e-02 -7.195867e-03 -1.460901e-02 -1.460838e-02 5.900840e-03
#> [896] 4.420741e-03 -1.363861e-02 -1.360993e-02 -3.773118e-03 2.341528e-03
#> [901] -7.260276e-03 -7.977728e-03 -1.046497e-02 -1.970043e-02 -7.802791e-03
#> [906] -6.486749e-03 6.637723e-03 1.195779e-02 -2.419465e-02 -4.164154e-03
#> [911] 5.510726e-03 -3.750849e-03 4.522046e-03 -2.976521e-03 -1.040595e-03
#> [916] 5.494692e-03 5.326373e-03 9.401135e-03 1.482238e-02 1.216082e-02
#> [921] 7.011742e-03 1.071305e-02 2.240217e-03 2.862355e-03 3.358886e-03
#> [926] 8.324170e-03 4.143620e-03 -2.194137e-03 3.554997e-03 3.177149e-03
#> [931] -2.318737e-04 2.618282e-03 7.540451e-03 1.510983e-03 6.674173e-03
#> [936] 4.790905e-03 3.759136e-04 9.835614e-03 2.285866e-03 1.214683e-03
#> [941] 7.105767e-04 1.381931e-03 6.843461e-03 4.565104e-03 1.981344e-03
#> [946] -7.844504e-04 2.315234e-03 -1.459580e-03 3.005473e-03 -3.966654e-03
#> [951] -4.441680e-04 6.004513e-03 1.586154e-03 4.329836e-03 3.938438e-03
#> [956] 1.998608e-03 -5.141619e-04 1.157532e-03 -3.767734e-03 1.326507e-03
#> [961] 8.120638e-03 -6.133973e-04 -5.657063e-03 -1.120639e-03 7.910859e-03
#> [966] 7.685514e-03 -1.214943e-03 -4.804269e-03 -4.073692e-03 -1.485119e-03
#> [971] -3.649979e-03 4.946764e-03 4.753059e-03 -3.480273e-03 -1.692824e-02
#> [976] 2.443746e-04 6.381259e-03 -3.034209e-02 -3.132344e-02 -2.591886e-03
#> [981] -6.580403e-03 -2.787041e-02 -2.749363e-02 -2.049809e-03 -6.709010e-03
#> [986] -3.011624e-02 -2.449291e-02 -1.383025e-02 -1.767127e-02 -2.512349e-02
#> [991] -2.008558e-02 -1.757240e-02 -5.864415e-03 -1.918555e-02 -2.738576e-03
#> [996] 9.391495e-03 -8.935648e-03 -1.763624e-02 1.219026e-03 1.421636e-02
#> [1001] -1.800223e-03 3.701012e-03 1.234039e-02 -6.722634e-03 1.426629e-02
#> [1006] 8.991773e-03 2.646083e-03 9.844131e-03 9.003604e-03 6.735141e-03
#> [1011] 1.456411e-03 5.603731e-03 -1.904297e-03 8.316307e-03 2.591310e-02
#> [1016] 1.077170e-02 -3.282779e-03 2.019792e-02 1.025214e-02 5.892201e-03
#> [1021] 3.647074e-03 1.446581e-03 1.762538e-02 1.688779e-02 4.147776e-03
#> [1026] 1.644928e-02 9.996311e-03 1.169176e-02
#>
#> $Wald_Joint
#> [1] 0.2155121
#>
#> $Wald_Ind
#> x1
#> 0.2155121
#>
#> $rank
#> [1] 1
#>
#> $horizon
#> [1] 1
#>
#> $df.residuals
#> [1] 1027
#>
#> $df
#> [1] 1
#>
#> $assign
#> NULL
#>
#> $cnames
#> [1] "x1"
#>
#> $ar_order
#> [1] 5
#>
#> $ar_method
#> [1] "aic"
#>
#> $AR
#> Rz
#> x1 0.9986291
#>
#> $delta
#> x1
#> [1,] -0.966362
#>
#> $vcov
#> x1
#> x1 2.635663e-05
#>
#> $robust
#> [1] TRUE
#>
#> $tuning
#> $tuning$beta
#> [1] 0.95
#>
#> $tuning$cz
#> [1] 1
#>
#> $tuning$bandwidth
#> [1] NA
#>
#>