Toolkit for Regression Analysis of Kazakhstan Banking Sector Data
Breusch-Godfrey test [BG test]
Breusch-Pagan test
All possible regression variable coefficients.
Preliminary data check for errors
Multicollinearity test
Decomposition plot
Transforming time-series data to stationary
Godfrey-Quandt test
Hodrick-Prescott filter for time series data
Test for normality Test for detecting violation of normality assumptio...
Necessary size of the time-series dataset
Transforming time-series data to stationary
Transforming time-series data to stationary
Pluto-Tasche method for multi-year probability of default (PD) analysi...
Pluto-Tasche method for one-year probability of default (PD) analysis
Regression forecast plot
Test for detecting violation of Gauss-Markov assumptions.
Regressors selection
VIF by variable
Tool is created for regression, prediction and forecast analysis of macroeconomic and credit data. The package includes functions from existing R packages adapted for banking sector of Kazakhstan. The purpose of the package is to optimize statistical functions for easier interpretation for bank analysts and non-statisticians.