contents.m

计量工具箱

% Regression diagnostics library -- Jim LeSage
%
%   
%             arch : computes a test for ARCH(p)
%           arch_d : demo of arch() test for ARCH(p)
%              bkw : computes and prints BKW collinearity diagnostics
%            bkw_d : demo of bkw() 
%           bpagan : Breusch-Pagan heteroscedasticity test
%         bpagan_d : An example of  bpagan(),
%           cusums : computes cusum-squares test 
%         cusums_d : demo of rec_resid()
%           dfbeta : computes BKW (influential observation diagnostics)
%         dfbeta_d : demo of dfbeta(), plt_dfb()
%        rdiagnose : computes regression diagnostic measures (see RETURNS)
%      rdiagnose_d : demo of rdiagnose()
%          plt_cus : plots cusum squared tests
%          plt_dfb : plots BKW influential observation diagnostics
%          plt_dff : plots BKW influential observation diagnostics
%           qstat2 : computes the Ljung-Box Q test for AR(p)
%         qstat2_d : demo of qstat2() Ljunbg-Box Q test
%            rdiag : residual analysis plots
%          rdiag_d : demo of rdiagn()
%         recresid : compute recursive residuals
%       recresid_d : demo of recresid()
%       studentize : If x is a vector, subtract its mean and divide
%     unstudentize : returns reverse studentized vector 
%   unstudentize_d : demonstrate unstudentize function