Toolkit for Regression Analysis of Kazakhstan Banking Sector Data

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Documentation for package ‘AFR’ version 0.3.6

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

bg	Breusch-Godfrey test [BG test]
bp	Breusch-Pagan test
checkdata	Preliminary data check for errors
check_betas	All possible regression variable coefficients.
corsel	Multicollinearity test
dec_plot	Decomposition plot
difflog	Transforming time-series data to stationary
finratKZ	finratKZ dataset
gq	Godfrey-Quandt test
HP	Hodrick-Prescott filter for time series data
macroKZ	macroKZ dataset
ols_test_normality	Test for normality Test for detecting violation of normality assumption.
opt_size	Necessary size of the time-series dataset
pct1	Transforming time-series data to stationary
pct4	Transforming time-series data to stationary
pt_multi	Pluto-Tasche method for multi-year probability of default (PD) analysis
pt_one	Pluto-Tasche method for one-year probability of default (PD) analysis
regsel_f	Regressors selection
reg_plot	Regression forecast plot
reg_test	Test for detecting violation of Gauss-Markov assumptions.
vif_reg	VIF by variable