Econometrics Model Building

Documentation for package ‘EcoMetrics’ version 0.1.1

ACF_PLOT	Plots ACF of a univariate time series
autocorrelation_assumption	Check model for residual independence
best_arima	Select Optimal Model based on BIC
check_model_sig	Checking Overall Model Significance
check_stationarity	Check Series for Weak Stationarity
eduperform	Student Performance Data
fit_arima	Fit ARIMA models to univariate data
get_coefficients_variance	Get variance of the model coefficients
get_confint	Confidence Intervals of Model Parameters
get_significant_predictors	Obtaining only significant predictors from a model
heteroscedasticity_assumption	Checking heteroscedasticity assumption
keconomy	Kenya Unemployment Rate and GDP Growth rate for 1999-2023
multicollinearity_assumption	Multicollinearity Assumption
normality_assumption	Checking normality of residuals
ols_model	Fitting a simple or multiple linear regression
ols_model_sig	F-statistic attributes
ols_model_stats	Model Summary Statistics
PACF_PLOT	Plots PACF of a univariate time series
predict_dep_var	Prediction from new observations
select_optimal_model	Choosing Best Model Based on AIC, BIC and Adjusted R Squared