Estimate a static AIDS model for a system.
aiStaFit(y, share, price, expen, shift = NULL, omit = NULL,
hom = TRUE, sym = TRUE, AR1 = FALSE, rho.sel = c("all", "mean"), ...)Return a list object of class "aiFit" and "aiStaFit" with the following components:
data for fitting the static AIDS model.
names of the share variables.
names of the price variables.
name of the expenditure variables.
names of the shifter variables.
name of the share variable omitted; if not supplied, this is the last one of share.
position of the omitted share variable in the name of share variable.
a logical value of homogeneity test.
a logical value of symmetry test.
number of share variables.
number of exogenous variables (lagged share, residual, expenditure, and shifters).
number of parameters in one equation.
number of parameters in the whole system estimated.
formula for estimating the system.
restriction matrix for hom or sym, or both.
right-hand values for tests of hom or sym, or both.
the static AIDS model estimated.
a logical value whether autocorrelation is corrected.
a record of the system call; this allows update.default to be used.
a multiple time series data.
names of the share variables.
names of the price variables.
name of the expenditure variables.
names of the shifter variables.
name of the share variable omitted; if not supplied, this is the last one of share.
a logical value of homogeneity test.
a logical value of symmetry test.
whether first-degree autocorrelation should be corrected.
if AR1 = TRUE, there are two ways of computing the autocorrelation coefficient.
additional arguments to be passed.
One method is defined as follows. This is the print method related to three functions: aiStaFit, aiDynFit, and aiStaHau.
print:print the first several observations of selectec outputs.
Changyou Sun (edwinsun258@gmail.com)
This estimates a static AIDS model. The data supplied should be in the final format. Autocorrelation in the residuals can be corrected following the treatment in Berndt (1975).
Berndt, E.R., and N.E. Savin. 1975. Estimation and hypothesis testing in singular equation systems with autoregressive disturbances. Econometrica 43(5/6):937-957.
Wan, Y., C. Sun, and D.L. Grebner. 2010. Analysis of import demand for wooden beds in the United States. Journal of Agricultural and Applied Economics 42(4):643-658.
aiDiag; aiElas; summary.aiFit; aiDynFit; aiStaHau; systemfitAR.
# see the examples for 'aiDynFit'.
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