On Wed, 21 Jul 2004 10:28:41 +0200 Pfaff, Bernhard wrote:
> >
> > Hi,
> >
> > I'm dealing with time series. I usually use stl() to
> > estimate trend, stagionality and residuals. I test for
> > normality of residuals using shapiro.test(), but I
> > can't test for autocorrelation and heteroskedas
Wayne
-Original Message-
From: Vito Ricci [mailto:[EMAIL PROTECTED]
Sent: 21 July 2004 08:35
To: [EMAIL PROTECTED]
Subject: [R] Testing autocorrelation & heteroskedasticity of residuals in ts
Hi,
I'm dealing with time series. I usually use stl() to
estimate trend, stagion
>
> Hi,
>
> I'm dealing with time series. I usually use stl() to
> estimate trend, stagionality and residuals. I test for
> normality of residuals using shapiro.test(), but I
> can't test for autocorrelation and heteroskedasticity.
> Is there a way to perform Durbin-Watson test and
> Breusch-Paga
Hi,
I'm dealing with time series. I usually use stl() to
estimate trend, stagionality and residuals. I test for
normality of residuals using shapiro.test(), but I
can't test for autocorrelation and heteroskedasticity.
Is there a way to perform Durbin-Watson test and
Breusch-Pagan test (or other si
