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correlation
2009 Dec 08
1
Serial Correlation in panel data regression
...quot;-1 + f.year + lincomep+lrpmg+lcarpcap"
m1<- lm(as.formula(paste("lgaspcar ~", rhs)), data=Gasoline)
###Now I want to find the autocorrelation,heteroskedasticity adjusted
standard errors as a part of coeftest
### Basically I would like to take care of the within country serial
correlaion
###that is I want to do
coeftest(m1, vcov=function(x) vcovHAC(x,order.by=...))
Please suggest what should be the argument of order.by and whether that will
give me the desired result
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