Durbin-Watson Test

Description: Performs the Durbin-Watson test for autocorrelation of disturbances.

#| label = "GetLibLMTestPkg"
library(lmtest)
#| label = "{{DataName}}.dw"
{{DataName}}.dw = {{DataName}}.lm |> dwtest()
{{DataName}}.dw

Breusch-Godfrey Test

Description: performs the Breusch-Godfrey test for higher-order serial correlation.

#| label = "{{DataName}}.bg"
{{DataName}}.bg = {{DataName}}.lm |> bgtest(order=10)
{{DataName}}.bg


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BrailleR documentation built on July 26, 2023, 5:46 p.m.