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
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
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