Re: [R] question for some tests

From: Roger Bivand <Roger.Bivand_at_nhh.no>
Date: Mon 03 Oct 2005 - 06:24:26 EST


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@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@nhh.no

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Received on Mon Oct 03 06:28:12 2005

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