R
The R environment
R is a statistical computing and graphics language and environment, which can be considered as a different implementation of S developed at AT&T(therefore lots of books and manuals for S are useful for R). R is available as Free Software under the terms of the Free Software Foundation's GNU. Its main characteristics are:
- an effective data handling and storage facility,
- a suite of operators for calculations on indexed variables, in particular matrixes,
- a large, coherent, integrated collection of intermediate tools for data analysis,
- graphical facilities for data analysis and display either directly on-screen or on a hardcopy, and
- a well-developed, simple and effective programming language that includes conditionals, loops, recursive functions and input and output facilities.
More information on their official website.
Here you will learn to:
- Download and install the program.
- Estimate and validate an econometric model.
- Analyze the performance of the basic heteroscedasticity and uncorrelated hypotheses.