Search Archives
Search tips
from:Name
Search by author name, e.g. from:Duncan Murdoch
"exact phrase"
Match an exact phrase
word1 word2
Match messages containing both words
Date range
Use the date pickers to filter results to a time period
Use the list dropdown to narrow results to a specific mailing list. Combine from: with other terms to filter by author and content.
Heteroscedasticity Plots
N. Janz
·
Feb 6, 2013
·
r-help
To detect heteroscedasticity for a multiple linear OLS regression (no time dependencies): What if the residuals vs. fitted values plot shows well behaved residuals (cloud) - but the some of the x versus residuals plots are a megaphone? Also, it seems...
vcovHC and arima() output
N. Janz
·
Mar 30, 2013
·
r-help
Dear all, how can I use vcovHC() to get robust/corrected standard errors from an arima() output? I ran an arima model with AR(1) and got the estimate, se, zvalue and p-value using coeftest(arima.output). However, I...
Can't find what you're looking for? Try searching with Google .