[R] I'm writing this letter to enquire where can I download the package of "lmtest".

Achim Zeileis Achim.Zeileis at uibk.ac.at
Mon Nov 21 08:27:58 CET 2011


On Mon, 21 Nov 2011, R. Michael Weylandt wrote:

> Please do keep your follow up on list for archival reasons:
>
> This isn't an area of particular expertise for me, but Google suggests
> the lmtest package does do the Durbin-Watson test:

Yes, dwtest() in "lmtest" can perform both one-sided and two-sided 
Durbin-Watson tests, using asymptotic p-values.

If you want to apply the test to a series y without covariates, simply use 
dwtest(y ~ 1).

An alternative implementation durbinWatsonTest() is available in "car" 
which uses bootstrap p-values and can also assess lags greater than 1.

> http://hosho.ees.hokudai.ac.jp/~kubo/Rdoc/library/lmtest/html/dwtest.html
>
> Michael
>
> 2011/11/20 Sophy <100665 at mail.tku.edu.tw>:
>> Dear Michael:
>>   Thanks for your quick reply. I do successfully install package "lmtest".My intention is to do durbin.watson test for a vector of data. But, in "lmtest" package, it only test the residual vector for a lm model. Sorry to bother you again. Is there any package and syntex to do a "two-sided"  durbin.watson test for a vector of data and output its pvalue?
>>
>> Best regards,
>> Shu-FEi Wu
>>
>>
>> ---- ???? ----
>>> Date: Sun, 20 Nov 2011 14:27:21 -0500
>>> From: "R. Michael Weylandt" <michael.weylandt at gmail.com>
>>> Subject: Re: [R] I'm writing this letter to enquire where can I download the package of "lmtest".
>>> To: 100665 at mail.tku.edu.tw
>>> Cc: r-help at r-project.org
>>>
>>> http://cran.r-project.org/web/packages/lmtest/index.html
>>>
>>> Or automatically within R by typing:
>>>
>>> install.packages("lmtest")
>>>
>>> Michael
>>>
>>> On Sun, Nov 20, 2011 at 1:18 PM, Sophy <100665 at mail.tku.edu.tw> wrote:
>>>> Dear editor:
>>>> . I'm writing this letter to enquire where can I download the package of "lmtest". Can you send me this package?
>>>>
>>>> THanks a lot.
>>>> Best regards,
>>>> Shu-Fei Wu
>>>>
>>>> ______________________________________________
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>
> ______________________________________________
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