[R] Econometrics ...

[Laurent Gautier]

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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