question for some tests
On Sun, 2 Oct 2005, Krzysztof Sroka wrote:
Hi! I come from Poland, and my English is not as good as it should be, so I have to apologize for my mistakes. I would like to ask you for a package, where I can find a test, which is named The Test Of Series (in Poland). In econometric models we use this test to check if the residuals are completely random ( I mean with destiny). And one more thing - I would like to know where I can find a test for symetric of residuals (called The Test For The Indicator Of The Structure). And In general, where I can the list for the tests being used in ecometrics.
R has Task Views, posted on the Archive Network (CRAN), and one of these is for econometrics: http://cran.r-project.org/src/contrib/Views/Econometrics.html It is quite dense (many links), certainly has what you need, but you will have to look around to find what fits your needs more closely. I would look at the lmtest package to start with, the Task View includes much more.
With greetings, Krzysztof Sroka Please, answer on my e-mail address: ksroka at poczta.onet.pl [[alternative HTML version deleted]]
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