breusch_godfrey: Breusch-Godfrey Test

In fable: Forecasting Models for Tidy Time Series

Breusch-Godfrey Test

Description

Breusch-Godfrey test for higher-order serial correlation.

Usage

breusch_godfrey(x, ...)

## S3 method for class 'TSLM'
breusch_godfrey(x, order = 1, type = c("Chisq", "F"), ...)

Arguments

x	A model object to be tested.
...	Further arguments for methods.
order	The maximum order of serial correlation to test for.
type	The type of test statistic to use.

See Also

lmtest::bgtest()

fable documentation built on Sept. 2, 2022, 1:07 a.m.