Calculates cumulative distribution values of the null distribution in the Durbin-Watson test. Uses saddle point 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

pdw 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 <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 data frame has to be specified.</dd></dl>

Arguments

Durbin-Watson Distribution — pdw

<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 <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 data frame has to be specified.</dd>

</dl>

pdw: Durbin-Watson Distribution

Description

Usage

Value

Arguments

Details

References

See Also

Examples