search for: correlaion

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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 [[alternative HTML version deleted]]