Man pages for andronikoss/desk
desk - didactic econometrics starter kit

accAutocorrelation coefficient.
ar1simSimulate AR(1) process.
argumentsArguments of a function.
bc.modelOne dimensional Box-Cox model
bc.testBox Cox test
bp.testBreusch Pagan test
cochorcEstimating linear models under AR(1) autocorrelation with...
data.anscombeAnscombe's four datasets, used in chapter 3 of the workbook.
data.autoThe title
data.ballbDefective ball bearings (Ch. 16).
data.burglaryThe title
data.carsSpeed of car and braking distance, used in ch. 5 of the...
data.cobbdougThe title
data.compThe title
data.euThe title
data.fertilizerFertilizer and barley crop yield (Ch. 8-12).
data.filterWater filter sales data (Ch. 18).
data.govexpendThe title
data.icecreamThe title
data.incomeMacroeconomic income data (Ch. 19).
data.insuranceInsurance sales data (Ch. 20).
data.ivInstrument variable dataset.
data.kmentaBLAH
data.lifesatAnother dataset on life satisfaction, used in ch. 3 of the...
data.milkMilk production data (Ch. 14).
data.murrayThe title
data.pharmaPharmaceutical advertisements data (Ch. 23).
data.printerTechnical data on laser printers (Ch. 21).
data.rentBasic rent (without heating) of 12 districts (Ch. 17).
data.savingsThe title
datasets(Datasets in desk.
data.sickThe title
data.softwareBusiness data of a software company (Ch. 22).
data.theilThe title
data.tipTip data in a restaurant (Ch. 2-7).
data.tradeThe title
data.tslsThe title
data.unemplGerman unemployment rates (Ch. 15).
data.wageWage data in a company (Ch. 13 and 15).
data.windscreenThe title
ddwDurbin Watson distribution
dw.testDurbin-Watson Test on AR(1) autocorrelation.
exp.defLambda deformed exponential
f.coef.testF-test on multiple linear combinations of parameters in a lm...
get.groupGet a random draw from specified group of numbers.
gq.testGoldfeld-Quandt Test
hccHeteroskedasticity corrected covariance matrix.
hiluEstimating linear models under AR(1) autocorrelation with...
ivrTwo-Stage Least Squares (2SLS) instrument variable regression
jb.testJarque-Bera test
lagk1 to k-period lags of given vector.
log.defLambda deformed logarithm
makedata.bcGenerate artificial, non-linear datasets for simple...
makedata.corrGenerate exogenous normal data with specified correlations.
mc.tableGenerate R^2 matrix of all possible regressions among...
olsOrdinary Least Squares Regression
ols.has.constCheck if model has a constant.
ols.infocritCalculate common information criteria.
ols.intervalCalculate different types of intervals in a linear model.
ols.predictPredictions in a linear model.
pc.testPrognostic Chow test on structural break.
pdwDurbin Watson distribution
plot.deskSimplified plotting of regression- and test-results.
print.deskAlternative console output for regression- and test-results.
qlr.cvCritical values of the Quandt Liekelihood Ratio test...
qlr.testQuandt Likelihood Ratio Test for structural breaks in any...
rep.sampleGenerates OLS data and confidence/prediction intervals for...
reset.testRESET test for nonlinear functional form.
rm.allRemove all objects
rprofile.addAdd a command to user R startup file Rprofile.site.
rprofile.openOpen user R startup file Rprofile.site.
showfilePrint ASCII file to console.
SxyVariation and covariation.
t.coef.testt-test on parameters of a lm model.
wh.testWhite heteroscedasticity test
andronikoss/desk documentation built on June 3, 2017, 7:05 p.m.