Displaying 1 result from an estimated 1 matches for "comps1stdiff".
2003 Jun 04
1
Error Using dwtest
Hello all-
I have two time series, Index1stdiff and Comps1stdiff. I regressed the
first on the second and R returned the summary stats I expected. Then I
looked at and plotted the residuals. I then wanted to assess
autocorrelation characteristics and tried to run a Durbin-Watson using:
library(lmtest)
dwtest(formula=Index1stdiff~Comps1stdiff,alternati...