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]