R: Didactic Econometrics Starter Kit

# Didactic Econometrics Starter Kit

## Documentation for package ‘desk’ version 1.1.2

- DESCRIPTION file.
- Package NEWS.

## Help Pages

acc | Autocorrelation Coefficient
ar1sim | Simulate AR(1) Process
arguments | Arguments of a Function
bc.model | One Dimensional Box-Cox Model
bc.test | Box-Cox Test
bp.test | Breusch-Pagan Test
cochorc | Estimating Linear Models under AR(1) with Cochrane-Orcutt Iteration
data.anscombe | Anscombe's Quartet
data.auto | Prices and Qualitative Characteristics of US-Cars
data.ballb | Defective Ball Bearings
data.burglary | Burglaries and Power Blackouts
data.cars | Speed and Stopping Distances of Cars
data.cobbdoug | Cobb-Douglas Production Function
data.comp | Monthly Rentals and Qualitative Characteristics of Computers
data.eu | Expenditures of the EU-25
data.fertilizer | Fertilizer in the Cultivation of Barley
data.filter | Water Filter Sales
data.govexpend | Government Expenditures of US-States
data.icecream | Sales of Ice Cream
data.income | Income Per Capita
data.insurance | Sales of Insurance Contracts
data.iv | Instrumental Variables
data.lifesat | Life Satisfaction
data.macro | Macroeconomic Data from Germany
data.milk | Milk Production
data.pharma | Pharmaceutical Advertisements
data.printer | Prices and Qualitative Characteristics of Laser Printers
data.regional | Regional Cost of Living in Germany
data.rent | Average Basic Rent in City Districts
data.savings | International Life-Cycle Savings and Disposable Income
data.sick | Sick Leave and Unemployment
data.software | Employment Data of a Software Company
data.spurious | Non-Stationary Time Series Data
data.tip | Tip Data in a Restaurant
data.tip.all | Tip Data in a Restaurant with all 20 observations. Only used in textbook.
data.trade | Gravity Model Applied to Germany
data.unempl | German Economic Growth and Unemployment Rates
data.wage | Wage Data in a Company
data.windscreen | Efficiency of a Car Glass Service Company
datasets | Datasets in DESK
ddw | Durbin Watson Distribution
def.exp | Lambda Deformed Exponential
def.log | Lambda Deformed Logarithm
dw.test | Durbin-Watson Test on AR(1) Autocorrelation
gq.test | Goldfeld-Quandt Test
hcc | Heteroskedasticity Corrected Covariance Matrix
hilu | Estimating Linear Models under AR(1) Autocorrelation with Hildreth and Lu Method
ivr | Two-Stage Least Squares (2SLS) Instrumental Variable Regression
jb.test | Jarque-Bera Test
lagk | 1 to k-Period Lags of Given Vector
makedata.bc | Generate Artificial, Non-linear Data for Simple Regression
makedata.corr | Generate Exogenous Normal Data with Specified Correlations
mc.table | Generate R² Matrix of all Possible Regressions Among Regressors to Check Multicollinearity
new.session | R Session Reset
ols | Ordinary Least Squares Regression
ols.has.const | Check if Model has a Constant
ols.infocrit | Calculate Common Information Criteria
ols.interval | Calculate Different Types of Intervals in a Linear Model
ols.predict | Predictions in a Linear Model
par.f.test | F-test on Multiple Linear Combinations of Estimated Parameters in a Linear Model
par.t.test | t-Test on Estimated Parameters of a Linear Model
pc.test | Prognostic Chow Test on Structural Break
pdw | Durbin-Watson Distribution
plot.desk | Simplified Plotting of Regression- and Test-results
print.desk | Alternative Console Output for Regression- and Test-results
qlr.cv | Calculates the critical value in a Quandt Likelihood Ratio-Test for Structural Breaks in a Parameter with Unknown Break Date
qlr.test | Quandt Likelihood Ratio-Test for Structural Breaks in any Parameter with Unknown Break Date
repeat.sample | Generates OLS Data and Confidence/Prediction Intervals for Repeated Samples
reset.test | RESET Method for Non-linear Functional Form
rm.all | Remove All Objects
roll.win | Rolling Window Analysis of a Time Series
rprofile.add | Add a Command to User R Startup File Rprofile.site
rprofile.open | Open User R Startup File Rprofile.site
Sxy | Variation and Covariation
wh.test | White Heteroskedasticity Test