Reg: Regression

In cmann3/econ311: Functions for Intermediate Macroeconomics at UNL

Description

Reg performs a variety of regressions within a single function (only OLS is supported at the moment). Standard test are automatically performed. Multiple types of standard error calculations are available.

Usage

Reg(y, ..., data = NULL, time = NULL, test = TRUE)

Arguments

data	object that contains data in formula
form	regression formula, e.g. y~x1+x2

Value

'RegM' object containing regression information, including coefficients, se, tests, and others

Examples

GDP <- fred('GDPC1', as_xts=TRUE)
GDPpot <- fred('GDPPOT', as_xts=TRUE)
GDPgap <- (GDP-GDPpot)/GDPpot*100

urate <- fred('UNRATE', as_xts=TRUE)
un <- fred('NROU', as_xts=TRUE)
cycU <- urate-un

Reg(GDPgap, cycU) # Okun's Law

cmann3/econ311 documentation built on May 31, 2019, 1:14 p.m.