Calculates density values of the null distribution in the Durbin Watson test. Uses the saddlepoint approximation by Paolella (2007).

Written to help undergraduate as well as graduate students to get started
with R for basic econometrics without the need to import specific functions
and datasets from many different sources. Primarily, the package is meant to
accompany the German textbook Auer, L.v., Hoffmann, S., Kranz, T. (2024,
ISBN: 978-3-662-68263-0) from which the exercises cover all the topics from the textbook
Auer, L.v. (2023, ISBN: 978-3-658-42699-6).

Soenke Hoffmann

desk

Didactic Econometrics Starter Kit

Tobias Kranz

ddw function

<dl><dt>x</dt>
<dd>quantile value(s) at which the density should be determined.</dd>
<dt>mod</dt>
<dd>estimated linear model object, formula (with argument <code>data</code> specified), or model matrix.</dd>
<dt>data</dt>
<dd>if <code>mod</code> is a formula then the name of the corresponding dataframe has to be specified here.</dd></dl>

Arguments

Durbin Watson Distribution — ddw

<dl>

<dt>x</dt>
<dd>quantile value(s) at which the density should be determined.</dd>


<dt>mod</dt>
<dd>estimated linear model object, formula (with argument <code>data</code> specified), or model matrix.</dd>


<dt>data</dt>
<dd>if <code>mod</code> is a formula then the name of the corresponding dataframe has to be specified here.</dd>

</dl>

ddw: Durbin Watson Distribution

Description

Usage

Value

Arguments

Details

References

See Also

Examples