| Top |
| double | dwstat () |
| double | rhohat () |
| int | check_for_effective_const () |
| void | maybe_shift_ldepvar () |
| MODEL | ivreg_via_gmm () |
| int | get_x12a_maxpd () |
double dwstat (int order,MODEL *pmod,const DATASET *dset);
Computes the Durbin-Watson statistic for pmod
.
double rhohat (int order,int t1,int t2,const double *uhat);
Computes the first order serial correlation coefficient
for uhat
, over the range t1
to t2
.