residual.orcutt {orcutt}

Accessing Cochrane-Orcutt Fits

Description

Residual for Cochrane-Orcutt Estimation

Usage

residual.orcutt(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)
residuals(coch)