Econometrics ...
From: Paul Gilbert [mailto:pgilbert at bank-banque-canada.ca]
>
> John Janmaat wrote:
> > > Is there a package available for R which generates output > commonly used > > by econometricians (eg., the Durbin-Watson statistic for serial > > > correlation in regression residuals)? I'm pretty sure most of > the stuff > > is out there in assorted packages, under different names. > > That's a broad subject area, it would be a pretty big package. My > small part of it (the "dse" and "dseplus" bundles on CRAN) is > already already divided into many packages. You should also look > at "ts", "tseries", and "strucchange". [...] > > However, it > > would make my life, and that of my students, easier if it was > all in one package. Perhaps the simplest thing in the short term would be to create a 'meta-package' that simply 'requires' the individual packages... -Greg LEGAL NOTICE Unless expressly stated otherwise, this message is confidential and may be privileged. It is intended for the addressee(s) only. Access to this E-mail by anyone else is unauthorized. If you are not an addressee, any disclosure or copying of the contents of this E-mail or any action taken (or not taken) in reliance on it is unauthorized and may be unlawful. If you are not an addressee, please inform the sender immediately. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._