updated_model: Constructs a new model with noised residuals: y_new =...

In FedericoGarza/lineartestr: Linear Specification Testing

Description

Constructs a new model with noised residuals: y_new = y_fitted + residuals*noise

Usage

updated_model(model, fitting_data, distribution = "rnorm")

Arguments

model	An existing fit from a model function such as 'lm', 'lfe', 'Arima' and others compatible with 'update'.
fitting_data	Data used to adjust a linear model.
distribution	Type of noise added to residuals, ej "rnorm" or "rrademacher".

Value

Constructed linear model.

Examples

x <- 1:100
y <- 2*x + rnorm(100)
model <- lm(y~x-1)
fitting_data <- model.frame(model)
updated_model(model, fitting_data)
updated_model(model, fitting_data, distribution = "rnorm")
updated_model(model, fitting_data, distribution = "rmammen_point")
updated_model(model, fitting_data, distribution = "rmammen_cont")
updated_model(model, fitting_data, distribution = "rrademacher")

x_arma <- rnorm(100)
arma_model <- forecast::Arima(x_arma, c(1, 0, 1))
fitting_data_arma <- model.frame(arma_model)
updated_model(arma_model, fitting_data_arma)

FedericoGarza/lineartestr documentation built on Jan. 31, 2021, 11:11 a.m.