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 |