predict.orcutt {orcutt} | R Documentation |
Predict method for Cochrane-Orcutt Estimation
Description
Predicted values based on orcutt object.
Usage
## S3 method for class 'orcutt'
predict(object, ...)
Arguments
object |
An "orcutt" object build with Cochrane-Orcutt fuction |
... |
further arguments passed to or from other methods. |
Author(s)
Stefano Spada
References
Verbeek M. (2004) A guide to modern econometrics, John Wiley & Sons Ltd
Examples
data(icecream, package="orcutt")
lm = lm(cons ~ price + income + temp, data=icecream)
coch = cochrane.orcutt(lm)
predict.coch = predict(coch)
[Package orcutt version 2.3 Index]