slr.wge: Simple Linear Regression

In BivinSadler/tswge: Time Series for Data Science

Simple Linear Regression

Description

Uses Base R routine lm to simplify call for SLR where independent variable is automatocally t=1:n

Usage

slr.wge(x)

Arguments

x	The TVF data set

Value

res	Residuals
b0hat	Estimate b0 in model y=b0+b1*t+Z
b1hat	Estimate b1
pvalue	pvalue for test:slope=0
tstatistic	tstatistic associated with test:slope=0

Author(s)

Wayne Woodward

References

Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott

Examples

x=gen.arma.wge(n=100,phi=.96,sn=10)
                   y=slr.wge(x)

BivinSadler/tswge documentation built on Sept. 15, 2023, 4:07 p.m.