Didactic Econometrics Starter Kit

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Documentation for package ‘desk’ version 1.1.1

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acc Autocorrelation Coefficient
ar1sim Simulate AR(1) Process
arguments Arguments of a Function
bc.model One Dimensional Box-Cox Model
bc.test Box-Cox Test
bp.test Breusch-Pagan Test
cochorc Estimating Linear Models under AR(1) with Cochrane-Orcutt Iteration
data.anscombe Anscombe's Quartet
data.auto Prices and Qualitative Characteristics of US-Cars
data.ballb Defective Ball Bearings
data.burglary Burglaries and Power Blackouts
data.cars Speed and Stopping Distances of Cars
data.cobbdoug Cobb-Douglas Production Function
data.comp Monthly Rentals and Qualitative Characteristics of Computers
data.eu Expenditures of the EU-25
data.fertilizer Fertilizer in the Cultivation of Barley
data.filter Water Filter Sales
data.govexpend Government Expenditures of US-States
data.icecream Sales of Ice Cream
data.income Income Per Capita
data.insurance Sales of Insurance Contracts
data.iv Instrumental Variables
data.lifesat Life Satisfaction
data.macro Macroeconomic Data from Germany
data.milk Milk Production
data.pharma Pharmaceutical Advertisements
data.printer Prices and Qualitative Characteristics of Laser Printers
data.regional Regional Cost of Living in Germany
data.rent Average Basic Rent in City Districts
data.savings International Life-Cycle Savings and Disposable Income
data.sick Sick Leave and Unemployment
data.software Employment Data of a Software Company
data.spurious Non-Stationary Time Series Data
data.tip Tip Data in a Restaurant
data.tip.all Tip Data in a Restaurant with all 20 observations. Only used in textbook.
data.trade Gravity Model Applied to Germany
data.unempl German Economic Growth and Unemployment Rates
data.wage Wage Data in a Company
data.windscreen Efficiency of a Car Glass Service Company
datasets Datasets in DESK
ddw Durbin Watson Distribution
def.exp Lambda Deformed Exponential
def.log Lambda Deformed Logarithm
dw.test Durbin-Watson Test on AR(1) Autocorrelation
gq.test Goldfeld-Quandt Test
hcc Heteroskedasticity Corrected Covariance Matrix
hilu Estimating Linear Models under AR(1) Autocorrelation with Hildreth and Lu Method
ivr Two-Stage Least Squares (2SLS) Instrumental Variable Regression
jb.test Jarque-Bera Test
lagk 1 to k-Period Lags of Given Vector
makedata.bc Generate Artificial, Non-linear Data for Simple Regression
makedata.corr Generate Exogenous Normal Data with Specified Correlations
mc.table Generate R² Matrix of all Possible Regressions Among Regressors to Check Multicollinearity
new.session R Session Reset
ols Ordinary Least Squares Regression
ols.has.const Check if Model has a Constant
ols.infocrit Calculate Common Information Criteria
ols.interval Calculate Different Types of Intervals in a Linear Model
ols.predict Predictions in a Linear Model
par.f.test F-test on Multiple Linear Combinations of Estimated Parameters in a Linear Model
par.t.test t-Test on Estimated Parameters of a Linear Model
pc.test Prognostic Chow Test on Structural Break
pdw Durbin-Watson Distribution
plot.desk Simplified Plotting of Regression- and Test-results
print.desk Alternative Console Output for Regression- and Test-results
qlr.cv Calculates the critical value in a Quandt Likelihood Ratio-Test for Structural Breaks in a Parameter with Unknown Break Date
qlr.test Quandt Likelihood Ratio-Test for Structural Breaks in any Parameter with Unknown Break Date
repeat.sample Generates OLS Data and Confidence/Prediction Intervals for Repeated Samples
reset.test RESET Method for Non-linear Functional Form
rm.all Remove All Objects
roll.win Rolling Window Analysis of a Time Series
rprofile.add Add a Command to User R Startup File Rprofile.site
rprofile.open Open User R Startup File Rprofile.site
Sxy Variation and Covariation
wh.test White Heteroskedasticity Test