Nothing
inst/book-ex/Rcode-4-1.R
In vars: VAR Modelling
library(lmtest)
set.seed(123456)
e1 <- rnorm(500)
e2 <- rnorm(500)
trd <- 1:500
y1 <- 0.8*trd + cumsum(e1)
y2 <- 0.6*trd + cumsum(e2)
sr.reg <- lm(y1 ~ y2)
sr.dw <- dwtest(sr.reg)$statistic
Try the vars package in your browser
Any scripts or data that you put into this service are public.
vars documentation built on March 31, 2023, 10:30 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
library(lmtest)
set.seed(123456)
e1 <- rnorm(500)
e2 <- rnorm(500)
trd <- 1:500
y1 <- 0.8*trd + cumsum(e1)
y2 <- 0.6*trd + cumsum(e2)
sr.reg <- lm(y1 ~ y2)
sr.dw <- dwtest(sr.reg)$statistic
Try the vars package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.