dwt.cesEst: Durbin Watson Test for Estimated CES Functions
In micEconCES: Analysis with the Constant Elasticity of Substitution (CES) Function

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 `cesEst`; in the call to `cesEst`, argument `returnGrad` must be set to `TRUE`.
`...`	further arguments are passed to `durbinWatsonTest.lm`.

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.

cesEst, durbinWatsonTest.

   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 )