GLS: Custom GLS with extra information
In d9d6ka/RANEPA-R: Set of unit root and cointegration tests
View source: R/Utils.Estimates.R
GLS R Documentation
Custom GLS with extra information
Description
Getting GLS estimates of betas, residuals, forecasted values and t-values.
Usage
GLS(y, z, c)
Arguments
y
A dependent variable.
c
A coefficient for \rho calculation.
x
Explanatory variables.
Value
A list of:
-
beta: estimates of coefficients,
-
resid: estimated residuals,
-
predict: forecasted values,
-
t.beta: t-statistics for beta.
d9d6ka/RANEPA-R documentation built on May 4, 2024, 7:11 a.m.
R Package Documentation
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View source: R/Utils.Estimates.R
| GLS | R Documentation |
Custom GLS with extra information
Description
Getting GLS estimates of betas, residuals, forecasted values and t-values.
Usage
GLS(y, z, c)
Arguments
y |
A dependent variable. |
c |
A coefficient for |
x |
Explanatory variables. |
Value
A list of:
-
beta: estimates of coefficients, -
resid: estimated residuals, -
predict: forecasted values, -
t.beta:t-statistics forbeta.
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.
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