Econometrics ...
John Janmaat wrote:
Hello, 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. However, it would make my life, and that of my students, easier if it was all in one package. Thanks, John. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Hi,
help.search("autocorrelation")
Help files with alias or title matching `autocorrelation',
type `help(FOO, package = PKG)' to inspect entry `FOO(PKG) TITLE':
ACF(nlme) Autocorrelation Function
ACF.gls(nlme) Autocorrelation Function for gls Residuals
ACF.lme(nlme) Autocorrelation Function for lme Residuals
acf(ts) Autocovariance and Autocorrelation Function
Estimation
plot.acf(ts) Plotting Autocovariance and Autocorrelation
Functions
Hopin' it helps,
Laurent
Laurent Gautier CBS, Building 208, DTU PhD. Student D-2800 Lyngby,Denmark tel: +45 45 25 24 85 http://www.cbs.dtu.dk/laurent -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._