acc | Autocorrelation Coefficient |
ar1sim | Simulate AR(1) Process |
arguments | Arguments of a Function |
bc.model | One Dimensional Box-Cox Model |
bc.test | Box-Cox Test |
bp.test | Breusch-Pagan Test |
cochorc | Estimating Linear Models under AR(1) with Cochrane-Orcutt... |
data.anscombe | Anscombe's Quartet |
data.auto | Prices and Qualitative Characteristics of US-Cars |
data.ballb | Defective Ball Bearings |
data.burglary | Burglaries and Power Blackouts |
data.cars | Speed and Stopping Distances of Cars |
data.cobbdoug | Cobb-Douglas Production Function |
data.comp | Monthly Rentals and Qualitative Characteristics of Computers |
data.eu | Expenditures of the EU-25 |
data.fertilizer | Fertilizer in the Cultivation of Barley |
data.filter | Water Filter Sales |
data.govexpend | Government Expenditures of US-States |
data.icecream | Sales of Ice Cream |
data.income | Income Per Capita |
data.insurance | Sales of Insurance Contracts |
data.iv | Instrumental Variables |
data.lifesat | Life Satisfaction |
data.macro | Macroeconomic Data from Germany |
data.milk | Milk Production |
data.pharma | Pharmaceutical Advertisements |
data.printer | Prices and Qualitative Characteristics of Laser Printers |
data.regional | Regional Cost of Living in Germany |
data.rent | Average Basic Rent in City Districts |
data.savings | International Life-Cycle Savings and Disposable Income |
datasets | Datasets in DESK |
data.sick | Sick Leave and Unemployment |
data.software | Employment Data of a Software Company |
data.spurious | Non-Stationary Time Series Data |
data.tip | Tip Data in a Restaurant |
data.tip.all | Tip Data in a Restaurant with all 20 observations. Only used... |
data.trade | Gravity Model Applied to Germany |
data.unempl | German Economic Growth and Unemployment Rates |
data.wage | Wage Data in a Company |
data.windscreen | Efficiency of a Car Glass Service Company |
ddw | Durbin Watson Distribution |
def.exp | Lambda Deformed Exponential |
def.log | Lambda Deformed Logarithm |
dw.test | Durbin-Watson Test on AR(1) Autocorrelation |
gq.test | Goldfeld-Quandt Test |
hcc | Heteroskedasticity Corrected Covariance Matrix |
hilu | Estimating Linear Models under AR(1) Autocorrelation with... |
ivr | Two-Stage Least Squares (2SLS) Instrumental Variable... |
jb.test | Jarque-Bera Test |
lagk | 1 to k-Period Lags of Given Vector |
makedata.bc | Generate Artificial, Non-linear Data for Simple Regression |
makedata.corr | Generate Exogenous Normal Data with Specified Correlations |
mc.table | Generate R² Matrix of all Possible Regressions Among... |
new.session | R Session Reset |
ols | Ordinary Least Squares Regression |
ols.has.const | Check if Model has a Constant |
ols.infocrit | Calculate Common Information Criteria |
ols.interval | Calculate Different Types of Intervals in a Linear Model |
ols.predict | Predictions in a Linear Model |
par.F.test | F-test on Multiple Linear Combinations of Estimated... |
par.t.test | t-Test on Estimated Parameters of a Linear Model |
pc.test | Prognostic Chow Test on Structural Break |
pdw | Durbin-Watson Distribution |
plot.desk | Simplified Plotting of Regression- and Test-results |
print.desk | Alternative Console Output for Regression- and Test-results |
qlr.cv | Calculates the critical value in a Quandt Likelihood... |
qlr.test | Quandt Likelihood Ratio-Test for Structural Breaks in any... |
repeat.sample | Generates OLS Data and Confidence/Prediction Intervals for... |
reset.test | RESET Method for Non-linear Functional Form |
rm.all | Remove All Objects |
roll.win | Rolling Window Analysis of a Time Series |
rprofile.add | Add a Command to User R Startup File Rprofile.site |
rprofile.open | Open User R Startup File Rprofile.site |
Sxy | Variation and Covariation |
wh.test | White Heteroskedasticity Test |
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