Package: desk 1.1.2

Soenke Hoffmann

desk: Didactic Econometrics Starter Kit

Written to help undergraduate as well as graduate students to get started with R for basic econometrics without the need to import specific functions and datasets from many different sources. Primarily, the package is meant to accompany the German textbook Auer, L.v., Hoffmann, S., Kranz, T. (2024, ISBN: 978-3-662-68263-0) from which the exercises cover all the topics from the textbook Auer, L.v. (2023, ISBN: 978-3-658-42699-6).

Authors:Soenke Hoffmann [cre, aut], Tobias Kranz [aut]

desk_1.1.2.tar.gz
desk_1.1.2.zip(r-4.5)desk_1.1.2.zip(r-4.4)desk_1.1.2.zip(r-4.3)
desk_1.1.2.tgz(r-4.4-any)desk_1.1.2.tgz(r-4.3-any)
desk_1.1.2.tar.gz(r-4.5-noble)desk_1.1.2.tar.gz(r-4.4-noble)
desk_1.1.2.tgz(r-4.4-emscripten)desk_1.1.2.tgz(r-4.3-emscripten)
desk.pdf |desk.html
desk/json (API)
NEWS

# Install 'desk' in R:
install.packages('desk', repos = c('https://ovgu-sh.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/ovgu-sh/desk/issues

Datasets:

On CRAN:

4.40 score 6 scripts 380 downloads 41 exports 2 dependencies

Last updated 7 months agofrom:bb4d7cc399. Checks:OK: 1 WARNING: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 19 2024
R-4.5-winWARNINGNov 19 2024
R-4.5-linuxWARNINGNov 19 2024
R-4.4-winWARNINGNov 19 2024
R-4.4-macWARNINGNov 19 2024
R-4.3-winWARNINGNov 19 2024
R-4.3-macWARNINGNov 19 2024

Exports:accar1simargumentsbc.modelbc.testbp.testcochorcdatasetsddwdef.expdef.logdw.testgq.testhcchiluivrjb.testlagkmakedata.bcmakedata.corrmc.tablenew.sessionolsols.has.constols.infocritols.intervalols.predictpar.f.testpar.t.testpc.testpdwqlr.cvqlr.testrepeat.samplereset.testrm.allroll.winrprofile.addrprofile.openSxywh.test

Dependencies:clirstudioapi

Introduction to the desk-package

Rendered fromdesk-intro.Rmdusingknitr::rmarkdownon Nov 19 2024.

Last update: 2024-04-22
Started: 2024-03-31

Readme and manuals

Help Manual

Help pageTopics
Autocorrelation Coefficientacc
Simulate AR(1) Processar1sim
Arguments of a Functionarguments
One Dimensional Box-Cox Modelbc.model
Box-Cox Testbc.test
Breusch-Pagan Testbp.test
Estimating Linear Models under AR(1) with Cochrane-Orcutt Iterationcochorc
Anscombe's Quartetdata.anscombe
Prices and Qualitative Characteristics of US-Carsdata.auto
Defective Ball Bearingsdata.ballb
Burglaries and Power Blackoutsdata.burglary
Speed and Stopping Distances of Carsdata.cars
Cobb-Douglas Production Functiondata.cobbdoug
Monthly Rentals and Qualitative Characteristics of Computersdata.comp
Expenditures of the EU-25data.eu
Fertilizer in the Cultivation of Barleydata.fertilizer
Water Filter Salesdata.filter
Government Expenditures of US-Statesdata.govexpend
Sales of Ice Creamdata.icecream
Income Per Capitadata.income
Sales of Insurance Contractsdata.insurance
Instrumental Variablesdata.iv
Life Satisfactiondata.lifesat
Macroeconomic Data from Germanydata.macro
Milk Productiondata.milk
Pharmaceutical Advertisementsdata.pharma
Prices and Qualitative Characteristics of Laser Printersdata.printer
Regional Cost of Living in Germanydata.regional
Average Basic Rent in City Districtsdata.rent
International Life-Cycle Savings and Disposable Incomedata.savings
Sick Leave and Unemploymentdata.sick
Employment Data of a Software Companydata.software
Non-Stationary Time Series Datadata.spurious
Tip Data in a Restaurantdata.tip
Tip Data in a Restaurant with all 20 observations. Only used in textbook.data.tip.all
Gravity Model Applied to Germanydata.trade
German Economic Growth and Unemployment Ratesdata.unempl
Wage Data in a Companydata.wage
Efficiency of a Car Glass Service Companydata.windscreen
Datasets in DESKdatasets
Durbin Watson Distributionddw
Lambda Deformed Exponentialdef.exp
Lambda Deformed Logarithmdef.log
Durbin-Watson Test on AR(1) Autocorrelationdw.test
Goldfeld-Quandt Testgq.test
Heteroskedasticity Corrected Covariance Matrixhcc
Estimating Linear Models under AR(1) Autocorrelation with Hildreth and Lu Methodhilu
Two-Stage Least Squares (2SLS) Instrumental Variable Regressionivr
Jarque-Bera Testjb.test
1 to k-Period Lags of Given Vectorlagk
Generate Artificial, Non-linear Data for Simple Regressionmakedata.bc
Generate Exogenous Normal Data with Specified Correlationsmakedata.corr
Generate R² Matrix of all Possible Regressions Among Regressors to Check Multicollinearitymc.table
R Session Resetnew.session
Ordinary Least Squares Regressionols
Check if Model has a Constantols.has.const
Calculate Common Information Criteriaols.infocrit
Calculate Different Types of Intervals in a Linear Modelols.interval
Predictions in a Linear Modelols.predict
F-test on Multiple Linear Combinations of Estimated Parameters in a Linear Modelpar.f.test
t-Test on Estimated Parameters of a Linear Modelpar.t.test
Prognostic Chow Test on Structural Breakpc.test
Durbin-Watson Distributionpdw
Simplified Plotting of Regression- and Test-resultsplot.desk
Alternative Console Output for Regression- and Test-resultsprint.desk
Calculates the critical value in a Quandt Likelihood Ratio-Test for Structural Breaks in a Parameter with Unknown Break Dateqlr.cv
Quandt Likelihood Ratio-Test for Structural Breaks in any Parameter with Unknown Break Dateqlr.test
Generates OLS Data and Confidence/Prediction Intervals for Repeated Samplesrepeat.sample
RESET Method for Non-linear Functional Formreset.test
Remove All Objectsrm.all
Rolling Window Analysis of a Time Seriesroll.win
Add a Command to User R Startup File Rprofile.siterprofile.add
Open User R Startup File Rprofile.siterprofile.open
Variation and CovariationSxy
White Heteroskedasticity Testwh.test