dwt.cesEst: Durbin Watson Test for Estimated CES Functions

In micEconCES: Analysis with the Constant Elasticity of Substitution (CES) Function

Durbin Watson Test for Estimated CES Functions

Description

Conduct a generalized Durbin-Watson-Test as suggested by White (1992) to test for serial correlation of the residuals. dwt is an abbreviation for durbinWatsonTest.

Usage

## S3 method for class 'cesEst'
durbinWatsonTest( model, ... )

Arguments

model	object returned by cesEst; in the call to cesEst, argument returnGrad must be set to TRUE.
...	further arguments are passed to durbinWatsonTest.lm.

Author(s)

Arne Henningsen

References

White, K.J. (1992): The Durbin-Watson Test for Autocorrelation in Nonlinear Models. The Review of Economics and Statistics 74(2), p. 370-373.

See Also

cesEst, durbinWatsonTest.

Examples

   data( germanFarms, package = "micEcon" )
   # output quantity:
   germanFarms$qOutput <- germanFarms$vOutput / germanFarms$pOutput
   # quantity of intermediate inputs
   germanFarms$qVarInput <- germanFarms$vVarInput / germanFarms$pVarInput

   ## CES: Land & Intermediate Inputs
   cesLandInt <- cesEst( yName = "qOutput",
      xNames = c( "land", "qVarInput" ), data = germanFarms,
      returnGrad = TRUE )

   # conduct the generalized Durbin-Watson test
   dwt( cesLandInt ) 

micEconCES documentation built on Jan. 6, 2023, 5:28 p.m.