summaryHAC: Summary of Regression (Time Series Data)
In dnepple/tprstats: TSB Statistics Package
View source: R/summary_functions.R
summaryHAC R Documentation
Summary of Regression (Time Series Data)
Description
This function displays regression results with standard errors adjusted for possible presence of heteroskedasticity and autocorrelation using the method developed by Newey and West. This method is appropriate for time series data.
Usage
summaryHAC(model)
Arguments
model
The linear regression model.
dnepple/tprstats documentation built on April 5, 2025, 6:18 a.m.
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View source: R/summary_functions.R
| summaryHAC | R Documentation |
Summary of Regression (Time Series Data)
Description
This function displays regression results with standard errors adjusted for possible presence of heteroskedasticity and autocorrelation using the method developed by Newey and West. This method is appropriate for time series data.
Usage
summaryHAC(model)
Arguments
model |
The linear regression model. |
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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