R: Toolkit for Regression Analysis of Kazakhstan Banking Sector Data

# Toolkit for Regression Analysis of Kazakhstan Banking Sector Data

## Documentation for package ‘AFR’ version 0.3.5

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

bg | Breusch-Godfrey test [BG test]
bp | Breusch-Pagan test
checkdata | Preliminary data check for errors
check_betas | All possible regression variable coefficients.
corsel | Multicollinearity test
dec_plot | Decomposition plot
difflog | Transforming time-series data to stationary
finratKZ | finratKZ dataset
gq | Godfrey-Quandt test
HP | Hodrick-Prescott filter for time series data
macroKZ | macroKZ dataset
ols_test_normality | Test for normality Test for detecting violation of normality assumption.
opt_size | Necessary size of the time-series dataset
pct1 | Transforming time-series data to stationary
pct4 | Transforming time-series data to stationary
pt_multi | Pluto-Tasche method for multi-year probability of default (PD) analysis
pt_one | Pluto-Tasche method for one-year probability of default (PD) analysis
regsel_f | Regressors selection
reg_plot | Regression forecast plot
reg_test | Test for detecting violation of Gauss-Markov assumptions.
vif_reg | VIF by variable