[R] Econometrics ...
Warnes, Gregory R
gregory_r_warnes at groton.pfizer.com
Fri Oct 12 19:33:28 CEST 2001
> From: Paul Gilbert [mailto:pgilbert at bank-banque-canada.ca]
> John Janmaat wrote:
> > 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.
> That's a broad subject area, it would be a pretty big package. My
> small part of it (the "dse" and "dseplus" bundles on CRAN) is
> already already divided into many packages. You should also look
> at "ts", "tseries", and "strucchange".
> > However, it
> > would make my life, and that of my students, easier if it was
> all in one package.
Perhaps the simplest thing in the short term would be to create a
'meta-package' that simply 'requires' the individual packages...
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