Toolkit for Regression Analysis of Kazakhstan Banking Sector Data


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Documentation for package ‘AFR’ version 0.1.0

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ACF Autocorrelation function
adf Augmented Dickey Fuller Test
allpos_helper All possible regression internal
bg Breusch-Godfrey test [BG test]
bp Breusch-Pagan test
checkdata Data check for errors
check_betas All possible regression variable coefficients
coeff_length Coefficients length
corsel Multicollinearity test
dec_plot Decomposition plot
difflog Transforming time-series data to stationary
gq Godfrey-Quandt test
HP Hodrick-Prescott filter
macroKZ macroKZ dataset
opt_size Necessary size of the time-series dataset
PACF Partial autocorrelation function
pct1 Transforming time-series data to stationary
pct4 Transforming time-series data to stationary
plot.regsel_f Regressors selection
print.regsel_f Regressors selection
regsel_f Regressors selection
reg_plot Regression forecast plot
reg_test Test for detecting violation of Gauss-Markov assumptions.
vif_reg VIF by variable