EwR (version 1.4)

Durbin2: Durbin two stage method

Description

This function makes Durbin two stage method for autocorrelation.

Usage

Durbin2(y, x)

Arguments

y

series name

x

series name,

References

Selahattin G<U+00FC>ri<U+015F>, Ebru <U+00C7>a<U+011F>layan Akay, Burak G<U+00FC>ri<U+015F>, R ile Temel Ekonometri, DER Yayinevi, 2020.

Examples

# NOT RUN {
IHR = REcoData$IHR
ITH = REcoData$ITH
Durbin2(ITH,IHR)

# }