breusch_godfrey | R Documentation |
Breusch-Godfrey test for higher-order serial correlation.
breusch_godfrey(x, ...) ## S3 method for class 'TSLM' breusch_godfrey(x, order = 1, type = c("Chisq", "F"), ...)
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. |
lmtest::bgtest()
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.