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