Package ‘lmtest’ July 2, 2014 Title Testing Linear Regression Models Version[removed]Date[removed]Description A collection of tests, data sets, and examples for diagnostic checking in linear regression models. Furt - Time series models - Document - PDFSEARCH.IO

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	Package ‘lmtest’ July 2, 2014 Title Testing Linear Regression Models Version[removed]Date[removed]Description A collection of tests, data sets, and examples for diagnostic checking in linear regression models. Furt Add to Reading List Document Date: 2014-07-02 12:19:35 Open Document File Size: 209,46 KB Share Result on Facebook Company Cox / Relative Security Supplies / McGraw Hill Inc. / / IndustryTerm generic tools / / MarketIndex EPI / / Person Clint Cummins / Roger Koenker / Walter Thurman / Achim Zeileis / David Mitchell / Achim Zeileis References Johnston / Giovanni Millo / Richard W. Farebrother / / Position General / Author / Marshall / Fisher / / PublishedMedium The Journal of Finance / Journal of Econometrics / Journal of Money / Credit and Banking / / SocialTag Regression diagnostics Parametric statistics Time series analysis Breusch–Pagan test Breusch–Godfrey test Durbin–Watson statistic Homoscedasticity Linear regression Heteroscedasticity Statistics

Package ‘lmtest’ July 2, 2014 Title Testing Linear Regression Models Version[removed]Date[removed]Description A collection of tests, data sets, and examples for diagnostic checking in linear regression models. FurtAdd to Reading List