Message-ID: <3BC703AB.FB5A2FDD@cbs.dtu.dk>
Date: 2001-10-12T14:52:27Z
From: Laurent Gautier
Subject: 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.
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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
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Send "info", "help", or "[un]subscribe"
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