- 2020.
Retrieved September 4, 2018 – via GitHub. "statsmodels.tsa.ar_model.
AutoReg —
statsmodels 0.12.2 do****entation". www.statsmodels.org.
Archived from...
- SAS, the Newey–West
corrected standard errors can be
obtained in PROC
AUTOREG and PROC
MODEL Heteroskedasticity-consistent
standard errors "Newey West...
-
estat bgodfrey. In SAS, the
GODFREY option of the
MODEL statement in PROC
AUTOREG provides a
version of this test. In
Python Statsmodels, the acorr_breusch_godfrey...
-
Journal of Econometrics, 9, 295–314. Hendry, D.F. and F. Srba (1980). "
AUTOREG: A
computer program library for
dynamic econometric models with autoregressive...
- UNIVARIATE, VARCLUS,
VARCOMP Support for time
series procedures ARIMA,
AUTOREG, ESM, EXPAND, FORECAST, LOAN, SEVERITY, SPECTRA, TIMESERIES, X12 Support...
