Man pages for EcoMetrics
Econometrics Model Building

ACF_PLOTPlots ACF of a univariate time series
autocorrelation_assumptionCheck model for residual independence
best_arimaSelect Optimal Model based on BIC
check_model_sigChecking Overall Model Significance
check_stationarityCheck Series for Weak Stationarity
eduperformStudent Performance Data
fit_arimaFit ARIMA models to univariate data
get_coefficients_varianceGet variance of the model coefficients
get_confintConfidence Intervals of Model Parameters
get_significant_predictorsObtaining only significant predictors from a model
heteroscedasticity_assumptionChecking heteroscedasticity assumption
keconomyKenya Unemployment Rate and GDP Growth rate for 1999-2023
multicollinearity_assumptionMulticollinearity Assumption
normality_assumptionChecking normality of residuals
ols_modelFitting a simple or multiple linear regression
ols_model_sigF-statistic attributes
ols_model_statsModel Summary Statistics
PACF_PLOTPlots PACF of a univariate time series
predict_dep_varPrediction from new observations
select_optimal_modelChoosing Best Model Based on AIC, BIC and Adjusted R Squared
EcoMetrics documentation built on April 3, 2025, 10:06 p.m.