Description Usage Arguments Value References See Also Examples
Returns the linear regression fit for a given level of rho
using the Hildreth-Lu procedure.
1 | hildreth.lu(y, x, rho)
|
y |
A vector of response values. |
x |
A vector of predictor values. Must be the same length as |
rho |
A value for the correlation assumed for the autoregressive structure of the errors. |
hildreth.lu
returns an object of class lm
using the transformed quantities calculated for the Hildreth-Lu procedure.
Hildreth, C. and Lu, J. Y. (1960), Demand Relations with Autocorrelated Disturbances, Technical Bulletin 276, Michigan State University Agricultural Experiment Station.
Young, D. S. (2017), Handbook of Regression Methods, CRC Press.
1 2 3 4 5 6 7 8 9 10 |
## Example using the natural gas dataset.
data(gas)
out.1 <- hildreth.lu(y = gas$OK, x = gas$LA, rho = 0.1)
out.2 <- hildreth.lu(y = gas$OK, x = gas$LA, rho = 0.5)
out.1
out.2
|
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