Durbin2 {EwR}R Documentation

Durbin two stage method

Description

This function makes Durbin two stage method for autocorrelation.

Usage

Durbin2(y, x)

Arguments

y

series name

x

series name,

References

Selahattin Güriş, Ebru Çağlayan Akay, Burak Güriş, R ile Temel Ekonometri, DER Yayinevi, 2020.

Examples

IHR = REcoData$IHR
ITH = REcoData$ITH
Durbin2(ITH,IHR)


[Package EwR version 1.4 Index]