residual.orcutt: Accessing Cochrane-Orcutt Fits

Description Usage Arguments Author(s) References Examples

View source: R/residual.orcutt.R

Description

Residual for Cochrane-Orcutt Estimation

Usage

1

Arguments

object

An "orcutt" object build with Cochrane-Orcutt fuction

...

further arguments passed to or from other methods.

Author(s)

Stefano Spada

References

Verbeek M. (2004) A guide to modern econometrics, John Wiley & Sons Ltd

Examples

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data(icecream, package="orcutt")
lm = lm(cons ~ price + income + temp, data=icecream)
coch = cochrane.orcutt(lm)
residuals(coch)

orcutt documentation built on Nov. 17, 2017, 4:36 a.m.