Description Usage Arguments Author(s) References See Also Examples
Conduct a generalized Durbin-Watson-Test
as suggested by White (1992)
to test for serial correlation of the residuals.
dwt
is an abbreviation for durbinWatsonTest
.
1 2 | ## S3 method for class 'cesEst'
durbinWatsonTest( model, ... )
|
model |
object returned by |
... |
further arguments are passed
to |
Arne Henningsen
White, K.J. (1992): The Durbin-Watson Test for Autocorrelation in Nonlinear Models. The Review of Economics and Statistics 74(2), p. 370-373.
1 2 3 4 5 6 7 8 9 10 11 12 13 | data( germanFarms, package = "micEcon" )
# output quantity:
germanFarms$qOutput <- germanFarms$vOutput / germanFarms$pOutput
# quantity of intermediate inputs
germanFarms$qVarInput <- germanFarms$vVarInput / germanFarms$pVarInput
## CES: Land & Intermediate Inputs
cesLandInt <- cesEst( yName = "qOutput",
xNames = c( "land", "qVarInput" ), data = germanFarms,
returnGrad = TRUE )
# conduct the generalized Durbin-Watson test
dwt( cesLandInt )
|
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