[R] question for some tests
Roger Bivand
Roger.Bivand at nhh.no
Sun Oct 2 22:24:26 CEST 2005
On Sun, 2 Oct 2005, Krzysztof Sroka wrote:
> Hi! I come from Poland, and my English is not as good as it should be,
> so I have to apologize for my mistakes. I would like to ask you for a
> package, where I can find a test, which is named The Test Of Series (in
> Poland). In econometric models we use this test to check if the
> residuals are completely random ( I mean with destiny). And one more
> thing - I would like to know where I can find a test for symetric of
> residuals (called The Test For The Indicator Of The Structure). And In
> general, where I can the list for the tests being used in ecometrics.
R has Task Views, posted on the Archive Network (CRAN), and one of these
is for econometrics:
http://cran.r-project.org/src/contrib/Views/Econometrics.html
It is quite dense (many links), certainly has what you need, but you will
have to look around to find what fits your needs more closely. I would
look at the lmtest package to start with, the Task View includes much
more.
>
> With greetings,
> Krzysztof Sroka
>
> Please, answer on my e-mail address: ksroka at poczta.onet.pl
> [[alternative HTML version deleted]]
>
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--
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Helleveien 30, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: Roger.Bivand at nhh.no
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