Gfdiff: Generalized differencing methods

Description Usage Arguments References Examples

View source: R/Gfdiff.R

Description

This function uses generalized differencing method for correction autocorrelation.

Usage

1
Gfdiff(y, x)

Arguments

y

series name

x

series name,

References

Selahattin Güriş, Ebru Çağlayan Akay, Burak Güriş, R ile Temel Ekonometri, DER Yayinevi, 2020.

Examples

1
2
3
IHR = REcoData$IHR
ITH = REcoData$ITH
Gfdiff(IHR, ITH)

EwR documentation built on Jan. 13, 2021, 8:57 p.m.

Related to Gfdiff in EwR...