durbinWatsonTest.cesEst {micEconCES} | R Documentation |
Durbin Watson Test for Estimated CES Functions
Description
Conduct a generalized Durbin-Watson-Test
as suggested by White (1992)
to test for serial correlation of the residuals.
dwt
is an abbreviation for durbinWatsonTest
.
Usage
## S3 method for class 'cesEst'
durbinWatsonTest( model, ... )
Arguments
model |
object returned by |
... |
further arguments are passed
to |
Author(s)
Arne Henningsen
References
White, K.J. (1992): The Durbin-Watson Test for Autocorrelation in Nonlinear Models. The Review of Economics and Statistics 74(2), p. 370-373.
See Also
Examples
data( germanFarms, package = "micEcon" )
# output quantity:
germanFarms$qOutput <- germanFarms$vOutput / germanFarms$pOutput
# quantity of intermediate inputs
germanFarms$qVarInput <- germanFarms$vVarInput / germanFarms$pVarInput
## CES: Land & Intermediate Inputs
cesLandInt <- cesEst( yName = "qOutput",
xNames = c( "land", "qVarInput" ), data = germanFarms,
returnGrad = TRUE )
# conduct the generalized Durbin-Watson test
dwt( cesLandInt )
[Package micEconCES version 1.0-2 Index]