> library(lmtest)
Loading required package: zoo

Attaching package: 'zoo'

The following object(s) are masked from 'package:base':

    as.Date, as.Date.numeric


> options(SweaveHooks = list(twofig = function() {
+     par(mfrow = c(1, 2))
+ }, twofig2 = function() {
+     par(mfrow = c(2, 1))
+ }, onefig = fun .... [TRUNCATED] 

> data(jocci)

> plot(jocci[, "dy"], ylab = "jocci (log first differences)")

> ar6.model <- dy ~ dy1 + dy2 + dy3 + dy4 + dy5 + dy6

> jocci.fm <- lm(ar6.model, data = jocci)

> plot(time(jocci), residuals(jocci.fm), xlab = "Time", 
+     ylab = "AR(6) residuals")

> data(jocci)

> dwtest(dy ~ 1, data = jocci)

	Durbin-Watson test

data:  dy ~ 1 
DW = 1.0581, p-value < 2.2e-16
alternative hypothesis: true autocorrelation is greater than 0 


> ar6.model <- dy ~ dy1 + dy2 + dy3 + dy4 + dy5 + dy6

> bgtest(ar6.model, data = jocci)

	Breusch-Godfrey test for serial correlation of order up to 1

data:  ar6.model 
LM test = 0.2, df = 1, p-value = 0.6547


> var.model <- ~I(dy1^2) + I(dy2^2) + I(dy3^2) + I(dy4^2) + 
+     I(dy5^2) + I(dy6^2)

> bptest(ar6.model, var.model, data = jocci)

	studentized Breusch-Pagan test

data:  ar6.model 
BP = 22.3771, df = 6, p-value = 0.001034


> data(Mandible)

> mandible <- log(Mandible)

> attach(mandible)

> plot(mandible)

> fm <- lm(length ~ age)

> fm2 <- lm(length ~ age + I(age^2))

> lines(age, fitted(fm), col = 2)

> lines(age, fitted(fm2), col = 4)

> plot(age, residuals(fm), ylab = "residuals (linear model)")

> plot(age, residuals(fm2), ylab = "residuals (quadratic model)")

> detach(mandible)

> resettest(length ~ age, data = mandible)

	RESET test

data:  length ~ age 
RESET = 25.6367, df1 = 2, df2 = 163, p-value = 2.086e-10


> resettest(length ~ age, power = 2, type = "regressor", 
+     data = mandible)

	RESET test

data:  length ~ age 
RESET = 51.5541, df1 = 1, df2 = 164, p-value = 2.302e-11


> raintest(length ~ age + I(age^2), order.by = ~age, 
+     data = mandible)

	Rainbow test

data:  length ~ age + I(age^2) 
Rain = 1.579, df1 = 84, df2 = 80, p-value = 0.02033


> if (require(strucchange)) {
+     supF.pval <- round(sctest(length ~ age + I(age^2), data = mandible, 
+         to = 0.9, type = "supF")$p.value, d .... [TRUNCATED] 
Loading required package: strucchange
Loading required package: sandwich

 *** Run successfully completed ***