[R] vcovHC and arima() output

2013-03-30 Thread N. Janz
Dear all, how can I use vcovHC() to get robust/corrected standard errors from an arima() output? I ran an arima model with AR(1) and got the estimate, se, zvalue and p-value using coeftest(arima.output). However, I cannot use vcovHC(arima.output) to get corrected standard errors. It

[R] Heteroscedasticity Plots

2013-02-06 Thread N. Janz
To detect heteroscedasticity for a multiple linear OLS regression (no time dependencies): What if the residuals vs. fitted values plot shows well behaved residuals (cloud) - but the some of the x versus residuals plots are a megaphone? Also, it seems that textbooks and internet tutorials in R