I'm writing this letter to enquire where can I download the package of "lmtest".
On Mon, 21 Nov 2011, R. Michael Weylandt wrote:
Please do keep your follow up on list for archival reasons: This isn't an area of particular expertise for me, but Google suggests the lmtest package does do the Durbin-Watson test:
Yes, dwtest() in "lmtest" can perform both one-sided and two-sided Durbin-Watson tests, using asymptotic p-values. If you want to apply the test to a series y without covariates, simply use dwtest(y ~ 1). An alternative implementation durbinWatsonTest() is available in "car" which uses bootstrap p-values and can also assess lags greater than 1.
http://hosho.ees.hokudai.ac.jp/~kubo/Rdoc/library/lmtest/html/dwtest.html Michael 2011/11/20 Sophy <100665 at mail.tku.edu.tw>:
Dear Michael: ? Thanks for your quick reply. I do successfully install package "lmtest".My intention is to do durbin.watson test for a vector of data. But, in "lmtest" package, it only test the residual vector for a lm model. Sorry to bother you again. Is there any package and syntex to do a "two-sided" ?durbin.watson test for a vector of data and output its pvalue? Best regards, Shu-FEi Wu ---- ???? ----
Date: Sun, 20 Nov 2011 14:27:21 -0500 From: "R. Michael Weylandt" <michael.weylandt at gmail.com> Subject: Re: [R] I'm writing this letter to enquire where can I download the package of "lmtest". To: 100665 at mail.tku.edu.tw Cc: r-help at r-project.org http://cran.r-project.org/web/packages/lmtest/index.html Or automatically within R by typing: install.packages("lmtest") Michael On Sun, Nov 20, 2011 at 1:18 PM, Sophy <100665 at mail.tku.edu.tw> wrote:
Dear editor: . I'm writing this letter to enquire where can I download the package of "lmtest". Can you send me this package? THanks a lot. Best regards, Shu-Fei Wu
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______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.