diffp: Eliminate autocorrelation
In jinimp/zhbit7: Regression method set

Description Usage Arguments Value Author(s) See Also Examples

View source: R/diffp.R

diffp is used to eliminate the residual sequence of the existence of self related problems,the method used is Durbin-Watson Test.

1	diffp(x, y, method, model)

`x`	independent variable, which can be a data frame or a matrix.
`y`	dependent variable, which can be a data frame or a matrix.
`method`	can choose iterative method or difference method .
`model`	is a regresstion model,use lm method. And additional arguments to be passed to the dwtest function.So before use to load the dwtest package in the lmtest function.

`Xdt,Ydt`	a data.frame for method itear
`Xcf,Ycf`	a data.frame for method diff

Jinquan Lin

dwtest

##---

data(table413)
lm413<-lm(y~x1+x2,data=table413) 
diffp(x=table413[-1],y=table413[1],method="itera",model=lm413)
diffp(x=table413[-1],y=table413[1],method="diff",model=lm413)